Narrow search
Showing 1 - 10 of 81,340
Cover Image
Micro-foundation using percolation theory of the finite-time singular behavior of the crash hazard rate in a class of rational expectation bubbles
Seyrich, Maximilian; Sornette, Didier - 2016
crash hazard rate in the Johansen-Ledoit-Sornette model of rational expectation bubbles. The model is based on a percolation …-exponential bubbles interrupted by crashes …
Persistent link: https://www.econbiz.de/10011514360
Cover Image
LPPLS bubble indicators over two centuries of the S&P 500 index
Zhang, Qunzhi; Sornette, Didier; Balcilar, Mehmet; … - 2016
The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the … LPPLS (log-periodic power law singularity) approach successfully diagnoses positive and negative bubbles, constructs … efficient End-of-Bubble signals for all of the well-documented bubbles, and obtains for the first time new statistical evidence …
Persistent link: https://www.econbiz.de/10011514490
Cover Image
Real economy effects of short-term equity ownership
Thanassoulis, John; Somekh, Babak - In: Journal of international business studies : JIBS ; an … 47 (2016) 2, pp. 233-254
Persistent link: https://www.econbiz.de/10011450044
Cover Image
Bubbles and incentives : an experiment on asset markets
Robin, Stéphane; Strážnická, Kateřina; Villeval, … - In: Economic and political studies : EPS 9 (2021) 1, pp. 68-89
Persistent link: https://www.econbiz.de/10012513702
Cover Image
A theory of disclosure in speculative markets
Hertzberg, Andrew - In: Management science : journal of the Institute for … 64 (2018) 12, pp. 5787-5806
Persistent link: https://www.econbiz.de/10011964589
Cover Image
The bull of Wall Street : experimental analysis of testosterone and asset trading
Nadler, Amos; Jiao, Peiran; Johnson, Cameron J.; … - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4032-4051
Persistent link: https://www.econbiz.de/10011921474
Cover Image
Speculative equilibrium with differences in higher-order beliefs
Han, Jungsuk; Kyle, Albert S. - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4317-4332
Persistent link: https://www.econbiz.de/10011921524
Cover Image
Bitcoin price and its marginal cost of production : support for a fundamental value
Hayes, Adam S. - In: Applied economics letters 26 (2019) 7, pp. 554-560
Persistent link: https://www.econbiz.de/10012204274
Cover Image
What proportion of time is a particular market inefficient? : a method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid; Satchell, Stephen - In: Journal of time series econometrics 10 (2018) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10011898000
Cover Image
Bubble detective : city-level analysis of house price cycles
Cevik, Serhan; Naik, Sadhna - In: International finance : the only journal bridging the … 27 (2024) 1, pp. 2-16
Persistent link: https://www.econbiz.de/10014532193