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Asset price volatility and investment horizons : an experimental investigation
Anufriev, Mikhail; Chernulich, Aleksei; Tuinstra, Jan - In: Journal of economic behavior & organization : JEBO 193 (2022), pp. 19-48
Persistent link: https://www.econbiz.de/10013189883
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A model of financial bubbles and drawdowns with non-local behavioral self-referencing
Malevergne, Yannick; Sornette, Didier; Wei, Ran - 2021
We propose a novel class of models in which the crash hazard rate is determined by a function of a non-local estimation of mispricing. Rooted in behavioral finance, the non-local estimation embodies in particular the characteristic of "anchoring" on past price levels and the "probability...
Persistent link: https://www.econbiz.de/10012800780
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Trading while sleepy? : circadian mismatch and excess volatility in a global experimental asset market
Dickinson, David L.; Chaudhuri, Ananish; … - 2017
asset market bubbles occur in all sessions, but global markets had significantly more extreme and longer duration valuation … bubbles. Additionally, subjects at the most suboptimal times-of-day held significantly more asset shares in their portfolios …
Persistent link: https://www.econbiz.de/10011731909
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Financialization and speculative bubbles : international evidence
Ahmed, Ehsan; Rosser, John Barkley; Uppal, Jamshed Y. - 2017
Persistent link: https://www.econbiz.de/10011748499
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An empirical analysis of stock markets bubble contagion : evidence from Nigeria
Iliyasu, Jamilu; Sanusi, Aliyu Rafindadi; Suleiman, Dahiru - In: Economic update : Nigerian journal of contemporary … 13 (2019) 1, pp. 23-44
Persistent link: https://www.econbiz.de/10012802747
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Overreaction in venture capital and private equity markets : evidence from European markets before the burst of the bubble
Balboa-Ramón, Marina; Martí Pellón, José - 2009
Persistent link: https://www.econbiz.de/10003835627
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The microeconomic foundations of instability in financial markets
Kirman, Alan P. - In: Long memory in economics : with 50 tables, (pp. 311-344). 2006
Persistent link: https://www.econbiz.de/10003375653
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The interrelation of prices, ratings and models in credit default swap and equity markets
Imbierowicz, Björn - 2009
Persistent link: https://www.econbiz.de/10003916627
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Gesamtwirtschaftliche Folgen von Vermögensblasen im internationalen Vergleich
Bandholz, Harm - 2006
Die vorliegende Studie wurde im Arbeitsbereich "Konjunktur und Finanzmärkte" erstellt und im Dezember 2005 abgeschlossen. Auftraggeber war das Bundesministerium der Finanzen. Gegenstand der Studie sind die Auswirkungen von Vermögenspreisschwankungen auf die gesamtwirtschaftliche Aktivität. In...
Persistent link: https://www.econbiz.de/10003301732
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On the power and weakness of rational expectations : logical fallacies, periodic bubbles and business cycles
Gracia, Eduard - 2012
's q ratio displays regular cycles of bubbles and crashes reflecting an agency problem between investors and producers. The … ; financial bubbles ; stock markets ; booms and crashes ; Tobin's q ; business cycles ; economic rents …
Persistent link: https://www.econbiz.de/10009547387