monthly excess return in winter and spring, while the pre-dotcom-bubble period had a better performance than the post-dotcom-bubble … period. In the global post-dotcom-bubble period, there is statistical evidence for 1.60% and 1% lower average monthly returns … literature. The dotcom bubble seems to be responsible for the January effect differing from what might otherwise have been …

implicit features of the SSW market model contribute to bubble formation. …

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 …

the model to the post-war US economy and the numerical solution show that the model is able to depict plausible bubble …