{"created":"2021-03-01T07:02:47.145405+00:00","id":42843,"links":{},"metadata":{"_buckets":{"deposit":"e3a47d77-f4ba-4ae9-a3b4-97a5e7437a88"},"_deposit":{"id":"42843","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42843"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042843","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2009-01","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-606","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"We model a timing game of bubbles and crashes a la Abreu and Brunnermeier (2003), in which arbitrageurs compete with each other to beat the gun in a stock market. However, unlike Abreu and Brunnermeier, instead of assuming sequential awareness, the present paper assumes that with a small probability, each arbitrageur is behavioral and committed to ride the bubble at all times. We show that with incomplete information, even rational arbitrageurs are willing to ride the bubble. In particular, the bubble can persist for a long period as the unique Nash equilibrium outcome.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2009/2009cf606ab.html","subitem_relation_type_select":"URI"}}]},"item_8_relation_28":{"attribute_name":"置換する","attribute_value_mlt":[{"subitem_relation_type":"replaces","subitem_relation_type_id":{"subitem_relation_type_id_text":"http://hdl.handle.net/2261/52147","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"335","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"University of Tokyo"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Matsushima, Hitoshi"}],"nameIdentifiers":[{"nameIdentifier":"98493","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Bubbles and Crashes","subitem_subject_scheme":"Other"},{"subitem_subject":"Timing Games","subitem_subject_scheme":"Other"},{"subitem_subject":"Behavioral Arbitrageurs","subitem_subject_scheme":"Other"},{"subitem_subject":"Positive Feedback Traders","subitem_subject_scheme":"Other"},{"subitem_subject":"Reputation","subitem_subject_scheme":"Other"},{"subitem_subject":"Characterization","subitem_subject_scheme":"Other"},{"subitem_subject":"Uniqueness","subitem_subject_scheme":"Other"},{"subitem_subject":"JEL Classification Numbers: C720, C730, D820, G140","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2017-01-17"},"publish_date":"2017-01-17","publish_status":"0","recid":"42843","relation_version_is_last":true,"title":["Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:18:00.146514+00:00"}