Bubble measures in experimental asset markets

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Stöckl, Thomas, et al. “Bubble Measures in Experimental Asset Markets”. Experimental Economics, vol. 13, no. 3, 2010, pp. 284-98, https://doi.org/10.1007/s10683-010-9241-9.
Stöckl, T., Huber, J., & Kirchler, M. (2010). Bubble measures in experimental asset markets. Experimental Economics, 13(3), 284-298. https://doi.org/10.1007/s10683-010-9241-9
Stöckl T, Huber J, Kirchler M. Bubble measures in experimental asset markets. Experimental Economics. 2010;13(3):284-98.
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The category Social Sciences: Economic theory. Demography: Economics as a science 98 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Experimental asset markets with endogenous choice of costly asymmetric information and was published in 2010. The most recent citation comes from a 2024 study titled Regulation and the demand for credit default swaps in experimental bond markets. This article reached its peak citation in 2020, with 20 citations. It has been cited in 45 different journals, 8% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 46 citations. The chart below illustrates the annual citation trends for this article.
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