Kim Long Tran; Hoang Anh Le; Cap Phu Lieu; Nguyen Trung Duc - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-18
Financial bubble prediction has been a significant area of interest in empirical finance, garnering substantial attention in the literature. This study aims to detect and forecast financial bubbles in the Vietnamese stock market from 2001 to 2021. The PSY procedure, which involves a right-tailed...