• Media type: E-Book
  • Title: Speculative Fever : Investor Contagion in the Housing Bubble
  • Contributor: Bayer, Patrick [Author]; Roberts, James W. [Other]; Mangum, Kyle [Other]
  • Corporation: National Bureau of Economic Research
  • Published: Cambridge, Mass: National Bureau of Economic Research, March 2016
  • Published in: NBER working paper series ; no. w22065
  • Extent: 1 Online-Ressource
  • Language: English
  • DOI: 10.3386/w22065
  • Identifier:
  • Reproduction note: Hardcopy version available to institutional subscribers
  • Origination:
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  • Description: Historical anecdotes of new investors being drawn into a booming asset market, only to suffer when the market turns, abound. While the role of investor contagion in asset bubbles has been explored extensively in the theoretical literature, causal empirical evidence on the topic is virtually non-existent. This paper studies the recent boom and bust in the U.S. housing market, establishing that many novice investors entered the market as a direct result of observing investing activity of multiple forms in their own neighborhoods and that these "infected" investors performed poorly relative to other investors along several dimensions
  • Access State: Open Access