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Herding Behaviour, Bubbles and Log Periodic Power Laws in Illiquid Stock Markets : A Case Study on the Bucharest Stock Exchange
Pele, Daniel Traian - 2013
In this paper we investigate the herding behaviour of the Bucharest Stock Exchange (BSE), using log periodic power laws models.By analysing the behaviour of the most speculative index from the Bucharest Stock Exchange, the BET-FI, we are able to demonstrate that Log-Periodic Power Law (LPPL)...
Persistent link: https://www.econbiz.de/10013078192
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Herding behaviour, bubbles and log periodic power laws in illiquid stock markets : a case study on the bucharest stock exchange
Pele, Daniel Traian; Mazurencu Marinescu, Miruna; … - 2013
Persistent link: https://www.econbiz.de/10010191335
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Measuring network externalities : their role on corporate and regional performance
Capello, Roberta; Nijkamp, Peter - 1993
Persistent link: https://www.econbiz.de/10000884734
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Multicriteria evaluation and fuzzy set theory : applications in planning for sustainability
Munda, Giuseppe; Nijkamp, Peter; Rietveld, Piet - 1992
Persistent link: https://www.econbiz.de/10000858633
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Modelling ecologically sustainable economic development in a region : a case study in the Netherlands
Bergh, Jeroen C. J. M. van den; Nijkamp, Peter - 1991
Persistent link: https://www.econbiz.de/10000837839
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Impacts of multiple period lags in dynamic logic [logit] models
Nijkamp, Peter; Reggiani, Aura - 1991
Persistent link: https://www.econbiz.de/10000837841
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Model design and experiments with a view on national-regional sustainable development
Bergh, Jeroen C. J. M. van den; Nijkamp, Peter - 1991
Persistent link: https://www.econbiz.de/10000837846
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The duration of unemployment : a proportional hazard model with nonstationary inflow rates
Gorter, Cees; Nijkamp, Peter; Rietveld, Piet - 1989
Persistent link: https://www.econbiz.de/10000813300
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Endogenous technological change and spatial interdependence
Nijkamp, Peter; Poot, Jacques - 1991
Persistent link: https://www.econbiz.de/10000816247
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Non-linear dynamic modelling of spatial interactions
Barentsen, Wim; Nijkamp, Peter - 1987
Persistent link: https://www.econbiz.de/10000760226