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Institutionalization in Efficient Markets: The Case of Price Bubbles

General Finance 2016-09-16 v1 Social and Information Networks Adaptation and Self-Organizing Systems

Abstract

We seek to deepen understanding of the micro-foundations of institutionalization while contributing to a sociological theory of markets by investigating the puzzle of price bubbles in financial markets. We find that such markets, despite textbook conditions of high efficiency -- perfect information, atomistic agents, no uncertainty -- quickly develop patterns consistent with institutionalization processes.

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Cite

@article{arxiv.1609.04629,
  title  = {Institutionalization in Efficient Markets: The Case of Price Bubbles},
  author = {Sheen S. Levine and Edward J. Zajac},
  journal= {arXiv preprint arXiv:1609.04629},
  year   = {2016}
}

Comments

Academy of Management Best Paper Proceedings (2008)