Generalized supADF (GSADF) test procedure developed by Phillips et al. (Testing for multiple bubbles: Historical episodes of …

Generalized sup ADF (GSADF) test procedure developed by Phillips, Shi, and Yu (Testing for Multiple Bubbles: Historical Episodes …

financial markets. Examining measures of speculation in four major markets including gold, equities, Treasury bonds and crude …

Firstly, we use the Multi-Scale LPPLS Confidence Indicator approach to detectboth positive and negative bubbles at … that, our bubbles indicators,particularly when both positive and negative bubbles are considered simultaneously …

The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the … LPPLS (log-periodic power law singularity) approach successfully diagnoses positive and negative bubbles, constructs … efficient End-of-Bubble signals for all of the well-documented bubbles, and obtains for the first time new statistical evidence …

Prior studies on the price formation in the Bitcoin market consider the role of Bitcoin transactions at the conditional … the causal relation between trading volume and Bitcoin returns and volatility, over the whole of their respective … reveals that volume can predict returns over the quantile range of o.25 to 0.75, i.e. except in Bitcoin bear and bull market …