have strongest in-sample and out-of-sample explanatory content for the emergence of price bubbles. In particular, the price … to book ratio is fruitful to improve the ex-ante signalling of stock price bubbles. -- Stock market bubbles ; out …

forecasts -- to the ex post and ex ante prediction of stock price bubbles. For a panel of six OECD economies covering 24 years … signalling of stock price booms and bubbles. …

have strongest in-sample and out-of-sample explanatory content for the emergence of price bubbles. In particular, the price … to book ratio is fruitful to improve the ex-ante signalling of stock price bubbles …

We examine the predictive power of market-based indicators over the positive and negative stock market bubbles via an … successfully capture, ex-ante, some of the prominent bubbles across different time scales, such as the Black Monday, Dot-com, and … bubbles across both short and long time horizons, in line with the previous studies suggesting that short sellers have …