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Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of empirical finance 38 (2016), pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
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Asset pricing with financial bubble risk
Lee, Ji Hyung; Phillips, Peter C. B. - In: Journal of empirical finance 38 (2016), pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
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Stock return predictability and the adaptive markets hypothesis : evidence from century-long US data
Kim, Jae H.; Shamsuddin, Abul; Lim, Kian-Ping - In: Journal of empirical finance 18 (2011) 5, pp. 868-879
Persistent link: https://www.econbiz.de/10009492527
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House prices, expectations, and time-varying fundamentals
Gelain, Paolo; Lansing, Kevin J. - In: Journal of empirical finance 29 (2014), pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
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Speculative bubbles with stochastic explosive roots : the failure of unit root testing
Charemza, Wojciech - In: Journal of empirical finance 2 (1995) 2, pp. 153-163
Persistent link: https://www.econbiz.de/10001183229
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Bubbling over! : the behaviour of oil futures along the yield curve
Tsvetanov, Daniel; Coakley, Jerry; Kellard, Neil - In: Journal of empirical finance 38 (2016), pp. 516-533
Persistent link: https://www.econbiz.de/10011663333
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Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of empirical finance 40 (2017), pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
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Testing predictability of stock returns under possible bubbles
Yang, Bingduo; Long, Wei; Yang, Zihui - In: Journal of empirical finance 68 (2022), pp. 246-260
Persistent link: https://www.econbiz.de/10013464495
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The frequency of regime switching in financial market volatility
BenSaïda, Ahmed - In: Journal of empirical finance 32 (2015), pp. 63-79
Persistent link: https://www.econbiz.de/10011556784
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Do industries lead stock markets? A reexamination
Tse, Yiuman - In: Journal of empirical finance 34 (2015), pp. 195-203
Persistent link: https://www.econbiz.de/10011557114