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Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns
Jang, Jeewon; Kang, Jangkoo - In: Journal of financial economics 132 (2019) 1, pp. 222-247
Persistent link: https://www.econbiz.de/10012136879
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The idiosyncratic momentum anomaly
Blitz, David; Hanauer, Matthias; Vidojevic, Milan - In: International review of economics & finance : IREF 69 (2020), pp. 932-957
Persistent link: https://www.econbiz.de/10012487461
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Disequilibria and contagion in financial markets : evidence from a new test
De Angelis, Luca; Gardini, Attilio - In: Journal of applied economics 18 (2015) 2, pp. 247-265
Persistent link: https://www.econbiz.de/10011554982
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The effect of investor attention on stock price crash risk
Chen, Ting-Hsuan; Chen, Kai-sheng - In: Journal of empirical finance 75 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014491859
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Crash aversion and extreme dependence structures in asset pricing
Weigert, Florian - 2013
Persistent link: https://www.econbiz.de/10010191721
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Investor sentiment and stock price crash risk : evidence from China
Fan, Yunqi; Zhou, Fangzhao; An, Yunbi; Yang, Jun - In: Global economic review 50 (2021) 4, pp. 310-339
Persistent link: https://www.econbiz.de/10012694159
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Nonspeculative bubbles revisited : speculation does matter
Tucker, Steven James; Xu, Yilong - 2020
Persistent link: https://www.econbiz.de/10012428527
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Herd behavior, bubbles, and crashes
Lux, Thomas - 1993
Persistent link: https://www.econbiz.de/10000418186
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Speculative bubbles and contagion : analysis of volatility's clusters during the DotCom bubble based on the dynamic conditional correlation model
Herwarth Kohn, Maximilian-Benedikt; Pereira, Pedro L. Valls - In: Cogent economics & finance 5 (2017) 1, pp. 1-28
Reviewing the definition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom bubble in American and European equity markets using the dynamic conditional correlation (DCC) model proposed as on one hand as an econometrics explanation and on the other...
Persistent link: https://www.econbiz.de/10011887512
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Gleichgerichtetes Verhalten am Aktienmarkt : eine Verbindung ökonomischer, psychologischer und soziologischer Ansätze
Hoffmann, Carsten - 2001
Persistent link: https://www.econbiz.de/10001553445