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A note on investor happiness and the predictability of realized volatility of gold

Bonato, Matteo; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Finance research letters 39 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012805333

Volatility connectedness of major cryptocurrencies : the role of investor happiness

Bouri, Elie; Gabauer, David; Gupta, Rangan; Tiwari, … - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012814541

Financial market connectedness : the role of investors' happiness

Bouri, Elie; Demirer, Rıza; Gabauer, David; Gupta, Rangan - In: Finance research letters 44 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014494886

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 S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S&P 500 data covering the period from August 1791 to August...

Persistent link: https://www.econbiz.de/10011514490