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Bidirectional relationship between investor sentiment and excess returns : new evidence from the wavelet perspective

Marczak, Martyna; Beissinger, Thomas - 2015

This paper sheds new light on the mutual relationship between investor sentiment and excess returns corresponding to the bubble component of stock prices. We propose to use the wavelet concept of the phase angle to determine the lead-lag relation between these variables. The wavelet phase angle...

Persistent link: https://www.econbiz.de/10011325814

Bidirectional relationship between investor sentiment and excess returns : new evidence from the wavelet perspective

Marczak, Martyna; Beissinger, Thomas - In: Applied economics letters 23 (2016) 16/18, pp. 1305-1311

Persistent link: https://www.econbiz.de/10011702560

Nonspeculative bubbles revisited : speculation does matter

Tucker, Steven James; Xu, Yilong - 2020

Persistent link: https://www.econbiz.de/10012428527

New evidence that index traders did not drive bubbles in grain futures markets

Etienne, Xiaoli Liao; Irwin, Scott H.; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 42 (2017) 1, pp. 45-67

Persistent link: https://www.econbiz.de/10011607640

Bubbles in hybrid markets : how expectations about algorithmic trading affect human trading

Farjam, Mike; Kirchkamp, Oliver - 2015

Bubbles are omnipresent in lab experiments with asset markets. Most of these experiments were conducted in environments … smaller bubbles if human traders expect algorithmic traders to be present. …

Persistent link: https://www.econbiz.de/10011392621

Bubbles in hybrid markets : how expectations about algorithmic trading affect human trading

Farjam, Mike; Kirchkamp, Oliver - 2015

Bubbles are omnipresent in lab experiments with asset markets. But these experiments were (mostly) conducted in … clearly smaller bubbles if human traders expect algorithmic traders to be present. …

Persistent link: https://www.econbiz.de/10010477118

Trading by professional traders: an experiment

Cipriani, Marco; De Filippis, Roberta; Guarino, Antonio; … - 2020

not generate the price bubbles observed in previous studies with student subjects; traders aggregate private information …

Persistent link: https://www.econbiz.de/10012259899

Collective affects and speculative bubbles in financial markets : a spinozist perspective

Bourghelle, David; Rozin, Philippe - In: Rethinking finance in the face of new challenges, (pp. 225-244). 2021

Persistent link: https://www.econbiz.de/10013186888

Problematik, Relevanz und Ursachen übermäßiger Aktienkursbewegungen

Hense, Andreas; Fissahn, Juliane; Tücking, Ebbo - In: Entscheidungsorientierte Volkswirtschaftslehre : …, (pp. 97-118). 2005

Persistent link: https://www.econbiz.de/10003345103

Rational bubbles in Istanbul Stock Exchange : linear and nonlinear unit root tests

Altay, Erdinç - In: Global stock exchanges : stability, interrelationships, …, (pp. 35-67). 2009

Persistent link: https://www.econbiz.de/10008840551

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