oTree: The bubble game

Christoph Huber

Journal of Behavioral and Experimental Finance, 2019, vol. 22, issue C, 3-6

Abstract: Bubbles and speculative behavior have been documented in real-world and experimental asset markets alike. Moinas and Pouget (2013) introduce the bubble game representing a sequential market with both bubble and no-bubble equilibria, in which speculative behavior can be analyzed using concepts from game theory. This article presents a ready-to-use software application for oTree (Chen et al., 2016) which allows to easily conduct the game in various settings within a modern web-programming framework. Researchers can adapt the game to their needs in a straightforward way by modifying thoroughly-documented variables in a single file. The software module supports responsive graphical designs and is prepared for multilingual use on any device with a web browser, allowing the implementation in the field, the laboratory, the classroom, or online.

Keywords: oTree; Bubbles; Speculation; Experimental economics (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:beexfi:v:22:y:2019:i:c:p:3-6

DOI: 10.1016/j.jbef.2018.12.001

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