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Do environmental, social and governance practices affect portfolio returns? : evidence from the US stock market from 2002 to 2020
Dreyer, Johannes Kabderian; Moreira, Mateus; Smith, … - In: Review of accounting & finance 22 (2023) 1, pp. 37-61
Persistent link: https://www.econbiz.de/10014245777
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Real-time prediction and post-mortem analysis of the Shanghai 2015 stock market bubble and crash
Sornette, Didier; Demos, Guilherme; Zhang, Qun; … - 2015
The authors assess the performance of the real-time diagnostic, openly presented to the public on the website of the Financial Crisis Observatory (FCO) at ETH Zurich, of the bubble regime that developed in Chinese stock markets since mid-2014 and that started to burst in June 2015. The analysis...
Persistent link: https://www.econbiz.de/10011412033
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How well the log periodic power law works in an emerging stock market?
Ghosh, Bikramaditya; Kenourgios, Dimitris; Francis, Antony - In: Applied economics letters 28 (2021) 14, pp. 1174-1180
Persistent link: https://www.econbiz.de/10012589985
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Asset price bubbles : existence, persistence and migration
Gómez González, José Eduardo; Ojeda-Joya, Jair N.; … - In: The South African journal of economics 85 (2017) 1, pp. 52-67
Persistent link: https://www.econbiz.de/10011667418
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"Speculative Influence Network" during financial bubbles : application to Chinese stock markets
Lin, Li; Sornette, Didier - In: Journal of economic interaction and coordination : JEIC 13 (2018) 2, pp. 385-431
Persistent link: https://www.econbiz.de/10011962258
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Logistic model for stock market bubbles and anti-bubbles
Lynch, Christopher; Mestel, Benjamin - In: International journal of theoretical and applied finance 20 (2017) 6, pp. 1-24
Persistent link: https://www.econbiz.de/10011734313
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Machine learning to forecast financial bubbles in stock markets : evidence from Vietnam
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...
Persistent link: https://www.econbiz.de/10014484373
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Frontier stock markets : local versus global factors
Blackburn, Douglas W.; Cakici, Nusret - In: The journal of investing : JOI 29 (2020) 3, pp. 108-127
Persistent link: https://www.econbiz.de/10013177807
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Horses for courses : mean-variance for asset allocation and 1/N for stock selection
Platanakis, Emmanouil; Sutcliffe, Charles M. S.; Ye, Xiaoxia - In: European journal of operational research : EJOR 288 (2021) 1, pp. 302-317
Persistent link: https://www.econbiz.de/10012496562
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The portfolio of euro area fund investors and ECB monetary policy announcements
Bubeck, Johannes; Habib, Maurizio Michael; Manganelli, … - In: Journal of international money and finance 89 (2018), pp. 103-126
Persistent link: https://www.econbiz.de/10012000980