Investor Behavior in Extreme Situations of Speculation and Crash: An Approach based on Iterated Prisoner’s Dilemma

Rui Miguel Silva, José António Filipe and Ana Costa

International Journal of Finance, Insurance and Risk Management, 2012, vol. 2, issue 3, 169

Abstract: This paper analyzes the investor behavior in situations of speculation and crash on stock markets. The investors’ main behavioral features are addressed, notably those related to cognitive and decision-making matters, in order to obtain an individual and an aggregated behavioral profile of the investor in situations of extreme events.

Keywords: Financial Crisis; Speculative Bubbles; Investor Behavior; Rationality; Iterated Prisoner’s Dilemma (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:ers:ijfirm:v:2:y:2012:i:3:p:169

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