Narrow search
Showing 1 - 10 of 232,668
Cover Image
The stock market response to a "regulatory sine curve"
Sun, Bo; Tam, Xuan Song; Young, Eric R. - 2020
Persistent link: https://www.econbiz.de/10012438975
Cover Image
The Souk Al-Manakh: the anatomy of a pure price-chasing bubble
Veneroso, Frank; Pasquali, Mark - 2021
It is widely agreed that the Nasdaq during the dot-com era 20 years ago was a full-fledged stock market bubble. Recently, the US stock market according to many metrics has become significantly more speculative and overvalued than it was at the dot-com peak 20 years ago. In both instances, a very...
Persistent link: https://www.econbiz.de/10012496514
Cover Image
Identifying spillover effect & bubble in Bangladeshi asset markets : an analysis of stock market and real estate
Rahman, Sisili; Das, Biplab; Farah, Tazrina - In: International journal of economics and financial issues … 8 (2018) 6, pp. 76-83
Persistent link: https://www.econbiz.de/10011995922
Cover Image
Log periodic power analysis of critical crashes : evidence from the Portuguese stock market
Gonçalves, Tiago Cruz; Quiñones Borda, Jorge Victor; … - In: Economies : open access journal 10 (2022) 1, pp. 1-19
of problems involving complex systems with self-organized criticality (SOC). This study uses the theory of self …
Persistent link: https://www.econbiz.de/10012800613
Cover Image
On the inherent instability of international financial markets : natural nonlinear interactions between stock and foreign exchange markets
Dieci, Roberto; Westerhoff, Frank H. - 2011
We develop a novel financial market model in which the stock markets of two countries are linked via and with the foreign exchange market. To be precise, there are domestic and foreign speculators in each of the two stock markets which rely either on linear technical or linear fundamental...
Persistent link: https://www.econbiz.de/10009007640
Cover Image
Price limit and financial contagion : protection or illusion? ; the Tunisian stock exchange case
Dabbou, Halim; Silem, Ahmed - In: International journal of economics and financial issues … 4 (2014) 1, pp. 54-70
Persistent link: https://www.econbiz.de/10010519730
Cover Image
Realizing stock market crashes : stochastic cusp catastrophe model of returns under time-varying volatility
Barunik, Jozef; Kukacka, Jiri - 2014
This paper develops a two-step estimation methodology that allows us to apply catastrophe theory to stock market … periods. While we find that the stock markets showed signs of bifurcation in the first half of the period, catastrophe theory … that the proposed methodology provides an important shift in the application of catastrophe theory to stock markets. …
Persistent link: https://www.econbiz.de/10010407518
Cover Image
Asset market linkages in crises periods
Hartmann, P.; Straetmans, S.; Vries, C. G. de - 2001
Persistent link: https://www.econbiz.de/10001610905
Cover Image
Asset prices, booms and recessions : financial market, economic activity and the macroeconomy ; with 22 tables
Semmler, Willi - 2003
Persistent link: https://www.econbiz.de/10001734208
Cover Image
Stock Market Crashes : Reasons and Implications
Ahmed, Sarwar Uddin - 2013
This paper aims to investigate and compare two stock market crashes in Bangladesh and suggest policy measure to prevent such collapses in the future. In doing so, it was found that the crashes have certain similarities between them in numerous aspects. Finally, policy measures such as building...
Persistent link: https://www.econbiz.de/10013074207