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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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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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Speculative bubbles in the S&P 500 : was the tech bubble confined to the tech sector?
Anderson, Keith; Brooks, Chris; Katsaris, Apostolos - In: Journal of empirical finance 17 (2010) 3, pp. 345-361
Persistent link: https://www.econbiz.de/10009267295
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Testing for explosive bubbles in the presence of autocorrelated innovations
Pedersen, Thomas Quistgaard; Montes Schütte, Erik Christian - In: Journal of empirical finance 58 (2020), pp. 207-225
Persistent link: https://www.econbiz.de/10012430675
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Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam; Taylor, Robert; Kellard, Neil; Korkos, Ioannis - In: Journal of empirical finance 70 (2023), pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
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Noise trading and prime and score premiums
Barber, Brad M. - In: Journal of empirical finance 1 (1993) 3, pp. 251-278
Persistent link: https://www.econbiz.de/10001166793
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Entry, exit and trading profits : a look at the trading strategies of a proprietary trading team
Garvey, Ryan; Murphy, Anthony - In: Journal of empirical finance 12 (2005) 5, pp. 629-649
Persistent link: https://www.econbiz.de/10003190332
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Do leveraged warrants prompt individuals to speculate on stock price reversals?
Farkas, Miklós; Váradi, Kata - In: Journal of empirical finance 63 (2021), pp. 164-176
Persistent link: https://www.econbiz.de/10013258996
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The price discovery role of day traders in futures market : evidence from different types of day traders
Fung, Scott; Tsai, Shih-Chuan - In: Journal of empirical finance 64 (2021), pp. 53-77
Persistent link: https://www.econbiz.de/10013259400