of new models based on the Johansen-Ledoit-Sornette (JLS) model, which is a flexible tool to detect bubbles and predict … dynamics of a crash after a bubble. We test the models using data from three historical bubbles ending in crashes from … Shanghai Composite index 2009 crash. All results suggest that the new models perform very well in describing bubbles …

recognised initially in bull market or from the M&A without founder-chairman or founder-CEO contains more bubbles and tends to be … lower quality. The more the bubbles, the larger the optimism or the errors of analysts’ forecasts. In order to exclude the …

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

better understand how financial analysts forecast earnings. We focus on forecasts for Real Estate Investment Trusts (REITs … regression analysis finds that the severity of the pandemic increases analysts' forecast error and dispersion. Government … forecast error rises by more, for REITs, when focusing on Hospitality and Industrial properties, and dispersion rises by more …