Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns
Year of publication: |
2019
|
---|---|
Authors: | Jang, Jeewon ; Kang, Jangkoo |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 132.2019, 1, p. 222-247
|
Subject: | Price crashes | Overpricing | Anomalies | Institutional investors | Rational speculative bubbles | Spekulationsblase | Bubbles | Spekulation | Speculation | Börsenkurs | Share price | Institutioneller Investor | Institutional investor | Theorie | Theory | Finanzkrise | Financial crisis | Rationale Erwartung | Rational expectations | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | CAPM | Finanzmarkt | Financial market |
-
Modeling speculative bubbles with diverse investor expectations
Phillips, Peter C. B., (2016)
-
Guimarães, Bernardo, (2021)
-
Study of speculative bubbles : the contribution of approximate entropy
Mahmoud, Imen, (2013)
- More ...
-
State-dependent illiquidity premium in the Korean stock market
Jang, Jeewon, (2015)
-
Liquidity risk and expected stock returns in Korea : a new approach
Jang, Jeewon, (2012)
-
Probability of Price Crashes, Rational Speculative Bubbles, and the Cross-Section of Stock Returns
Jang, Jeewon, (2018)
- More ...