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Stock market volatility, speculation and unemployment : a Granger-causality analysis
Algieri, Bernardina; Brancaccio, Emiliano; Buonaguidi, … - In: PSL quarterly review 73 (2020) 293, pp. 137-160
This study investigates the possible Granger-causal relations between stock price volatility and dividend dynamics on the one hand, and speculation and unemployment on the other. The analysis is carried out for the US over the period 1982-2018. Stock price volatility is calculated in terms of...
Persistent link: https://www.econbiz.de/10012288289
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Bubble or no Bubble - The Impact of Market Model on the Formation of Price Bubbles in Experimental Asset Markets
Kirchler, Michael; Huber, Jürgen; Stöckl, Thomas - 2009
implicit features of the SSW market model contribute to bubble formation. …
Persistent link: https://www.econbiz.de/10010294788
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Do stock price bubbles influence corporate investment?
Gilchrist, Simon; Himmelberg, Charles P.; Huberman, Gur - 2004
of investor beliefs under short-selling constraints predicts a bubble, or a rise in a stock's price above its fundamental … of investor beliefs - to identify the bubble component in Tobin's Q. When comparing firms traded on the New York Stock …
Persistent link: https://www.econbiz.de/10010283384
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Public messages and asset prices
Stoian, Adrian - In: Atlantic economic journal : AEJ 42 (2014) 4, pp. 441-454
Persistent link: https://www.econbiz.de/10010517382
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Bubble-driven business cycles
Larin, Benjamin - 2016 - Very preliminary draft
the model to the post-war US economy and the numerical solution show that the model is able to depict plausible bubble …
Persistent link: https://www.econbiz.de/10011422345
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Characteristics of pricing errors in stocks implied by autocovariance and "drag"
Moor, Lieven de; Sercu, Piet - In: Applied economics letters 22 (2015) 10/12, pp. 999-1004
Persistent link: https://www.econbiz.de/10011286529
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A heterogenous agent foundation for tests of asset price bubbles
Arora, Vipin; Shi, Shuping - 2013
Persistent link: https://www.econbiz.de/10009773729
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Asymmetric returns, gradual bubbles and sudden crashes
Huang, Weihong; Zheng, Huanhuan; Chia, Wai-mun - In: The European journal of finance 19 (2013) 5/6, pp. 420-437
Persistent link: https://www.econbiz.de/10010243605
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Multi-period experimental asset markets with distinct fundamental value regimes
Stöckl, Thomas; Huber, Jürgen; Kirchler, Michael - In: Experimental economics : a journal of the Economic … 18 (2015) 2, pp. 314-334
Persistent link: https://www.econbiz.de/10011530673
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Nonlinearities and tests of asset price bubbles
Arora, Vipin; Shi, Shuping - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1421-1433
Persistent link: https://www.econbiz.de/10011481717