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Heterogeneous beliefs recovery
Hugonnier, Julien; Nejad, Darius Nik - 2025
Persistent link: https://www.econbiz.de/10015413300
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Bounded rationality and asset pricing
Berrada, Tony (contributor) - 2006
Persistent link: https://www.econbiz.de/10003370394
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Behavioral equilibrium and evolutionary dynamics in asset markets
Evstigneev, Igor V.; Hens, Thorsten; Potapova, Valeriya; … - 2020
and evolutionary game theory. Its key characteristic feature is that it relies only on objectively observable market data …
Persistent link: https://www.econbiz.de/10012219095
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From credit spread of CoCo bonds to franchise value
Chen, Jiacheng; Farkas, Walter - 2024
Persistent link: https://www.econbiz.de/10015192730
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Financial crisis: estimating the risk of assets in balance
Barone-Adesi, Giovanni; Corvasce, Giuseppe - 2009
Persistent link: https://www.econbiz.de/10003970456
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A creepy world
Sornette, Didier; Cauwels, Peter - 2013
history where a small event had a cataclysmic consequence, we propose a novel view of the current state of the world via the …
Persistent link: https://www.econbiz.de/10010257508
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Limited managerial attention and corporate aging
Loderer, Claudio; Stulz, René M.; Waelchli, Urs - 2013
ability to generate new growth options. This simple theory predicts that Tobin's q falls with age. Further, competition in the …
Persistent link: https://www.econbiz.de/10010227727
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Robust value at risk prediction
Mancini, Loriano (contributor); Trojani, Fabio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003550862
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Early warning signals of financial crises with multi-scale quantile regressions of log-periodic power law singularities
Zhang, Qun; Zhang, Qunzhi; Sornette, Didier - 2015
We augment the existing literature using the Log-Periodic Power Law Singular (LPPLS) structures in the log-price dynamics to diagnose financial bubbles by providing three main innovations. First, we introduce the quantile regression to the LPPLS detection problem. This allows us to disentangle...
Persistent link: https://www.econbiz.de/10011412424
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Time-varying risk premia in large international equity markets
Chaieb, Ines; Langlois, Hugues; Scaillet, Olivier - 2018
Persistent link: https://www.econbiz.de/10011876090