2014, with particular focus on 2007-2008 when the market experienced record-high price volatility. Design …. Findings – The authors find that regardless of the price series adopted, sampling frequency chosen, or CVs used, bubbles … account for only a small fraction of the HRS wheat price behavior during 2004-2014. However, much sharper differences are …

Are share markets too volatile? While it is difficult to ignore share market volatility it is important to determine … whether volatility is excessive. This paper replicates the Shiller (1981) test as well as applying standard time series … excess volatility, time series analysis identifies a long‐run relationship between share market value and dividends …

. Es erweist sich, dass die Divergenz in den Wachstumsraten der USA und der EU seit 1997 fast zur Gänze auf …Summary The paper reviews the sources of „Upward bias“ and „Downward bias“ in the US-Consumer Price Index (CPI) and …

empirical data. Our results suggest that the speculation hypothesis has more explanatory power than the productivity hypothesis …

Summary Over the last few years, rising prices and increasing price volatility of major agricultural food commodities … additional insights, the relationship between the price changes of corn, wheat, and soybeans and the corresponding changes in … are employed to analyze the relationship between price and position data. Second, VAR and VECM are used to analyze short …

contract perspectives. The underlying theory and practice of Islamic finance is based on the principles of Islamic law of … does not exist, deferment in the both counter values, gharar or ambiguity and excessive risk taking, pure speculation and …

Purpose – The purpose of this paper is to explain the theory of speculation to corporate executives. It is important … basics of speculation theory. Design/methodology/approach – The paper uses the case of Southwest Airlines to illustrate how … excess speculation is always the primary cause of all bubbles, it is mandatory that corporate executives understand the …

from characteristics such as price and idiosyncratic volatility.  … short-run price behavior with respect to behavioral principles. Design/methodology/approach – The authors conduct a short … the authors observe a significant pre-spudding stock price run-up on average, perhaps indicative of positively affected …