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Massenpsychologie und Börse : So bestimmen Erwartungen und Gefühle Kursverläufe
Kitzmann, Arnold - 2009
Persistent link: https://www.econbiz.de/10004937608
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The new science of technical analysis
DeMark, Thomas R. <Senior> - 1994
Persistent link: https://www.econbiz.de/10004568545
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How do investors' subscription rate and pattern affect underpricing? An empirical investigation for Indian IPOs
Sahoo, Seshadev - In: Afro-Asian Journal of Finance and Accounting 4 (2014) 3, pp. 367-386
This study investigates subscription rates across institutional and non-institutional retail investors for 149 initial public offerings listed in Indian stock market. We document a positive relationship between underpricing and subscription rate of all investor groups. We also find a significant...
Persistent link: https://www.econbiz.de/10010884865
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Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?
Norden, Simon van; Vigfusson, Robert - In: Studies in Nonlinear Dynamics & Econometrics 3 (1998) 1, pp. 1-22
Our paper uses simulation methods to examine the size and power of regime-switching tests for bubbles. We find that even with several hundred observations, the tests show sometimes considerable size distortion. This distortion makes the tests conservative; they understate the significance of the...
Persistent link: https://www.econbiz.de/10005046486
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Endogenous versus exogenous origins of financial rallies and crashes in an agent-based model with Bayesian learning and imitation
Harras, Georges; Sornette, Didier
We present a simple agent-based model to study how the proximate triggering factor of a crash or a rally might relate …
Persistent link: https://www.econbiz.de/10005534181
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Investor Behavior in the 1987-10 Stock Market Crash: Survey Evidence
Shiller, Robert J. - Cowles Foundation for Research in Economics, Yale University - 1987
Questionnaires were sent out at the time of the October 19, 1987 stock market crash to both individual and … institutional investors inquiring about their behavior during the crash. Nearly 1000 responses were received. The survey results … before the crash that the market was overvalued, 6. Most investors interpreted the crash as due to the psychology of other …
Persistent link: https://www.econbiz.de/10005593390
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How to grow a bubble: A model of myopic adapting agents
Harras, Georges; Sornette, Didier - In: Journal of Economic Behavior & Organization 80 (2011) 1, pp. 137-152
We present a simple agent-based model to study the development of a bubble and the consequential crash and investigate … crash, which brings the price even below its fundamental value. These ingredients provide a simple mechanism for the excess …
Persistent link: https://www.econbiz.de/10011048104
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The Information Technology Revolution and the Puzzling Trends in Tobin’s average q
Peralta-Alva, Adrian - EconWPA - 2005
A growing literature argues that the Information Technology rev- olution caused the stock market crash of 1973 …
Persistent link: https://www.econbiz.de/10005561227
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Abnormal statistical properties of stock indexes during a financial crash
Li, Wei-Shen; Liaw, Sy-Sang - In: Physica A: Statistical Mechanics and its Applications 422 (2015) C, pp. 73-88
We investigate minute indexes of stock markets in 10 countries during financial crashes by dividing them into several stages according to their stock price tendencies: plunging stage (stage 1), fluctuating or rebounding stage (stage 2), and soaring stage (stage 3). The tail distributions of the...
Persistent link: https://www.econbiz.de/10011194001
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Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?
Norden, Simon van; Vigfusson, Robert - In: Studies in Nonlinear Dynamics & Econometrics 3 (2007) 1, pp. 1-22
Our paper uses simulation methods to examine the size and power of regime-switching tests for bubbles. We find that even with several hundred observations, the tests show sometimes considerable size distortion. This distortion makes the tests conservative; they understate the significance of the...
Persistent link: https://www.econbiz.de/10004966237