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A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China
Asako, Kazumi; Liu, Zhentao - In: Journal of banking & finance 37 (2013) 7, pp. 2639-2651
Persistent link: https://www.econbiz.de/10009760568
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Oil price dynamics, macro-finance interactions and the role of financial speculation
Morana, Claudio - In: Journal of banking & finance 37 (2013) 1, pp. 206-226
Persistent link: https://www.econbiz.de/10009675544
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Demand shock, speculative beta, and asset prices : Evidence from the Shanghai-Hong Kong Stock Connect program
Liu, Clark; Wang, Shujing; Wei, K. C. John - In: Journal of banking & finance 126 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10012820326
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High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie; McGill, James A. - In: Journal of banking & finance 36 (2012) 12, pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
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Why do carbon prices and price volatility change?
Ibrahim, Boulis Maher; Kalaitzoglou, Iordanis Angelos - In: Journal of banking & finance 63 (2016), pp. 76-94
Persistent link: https://www.econbiz.de/10011634175
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Volatility forecasting without data-snooping
Dimson, Elroy - In: Journal of banking & finance 14 (1990) 2, pp. 399-421
Persistent link: https://www.econbiz.de/10001092357
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Overconfident individual day traders : evidence from the Taiwan futures market
Kuo, Wei-yu; Lin, Tse-chun - In: Journal of banking & finance 37 (2013) 9, pp. 3548-3561
Persistent link: https://www.econbiz.de/10010126322
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The effectiveness of position limits : evidence from the foreign exchange futures markets
Chang, Ya-kai; Chen, Yu-lun; Chou, Robin K.; Gau, Yin-feng - In: Journal of banking & finance 37 (2013) 11, pp. 4501-4509
Persistent link: https://www.econbiz.de/10010246949
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Informed or speculative : short selling analyst recommendations
Blau, Benjamin M.; Wade, Chip - In: Journal of banking & finance 36 (2012) 1, pp. 14-25
Persistent link: https://www.econbiz.de/10009411178
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Tuesday Blues and the day-of-the-week effect in stock returns
Chiah, Mardy; Zhong, Angel - In: Journal of banking & finance 133 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013256326