the dynamics of Bitcoin price during the analyzed time period. We explain this classification of long and short bubbles by … over this period. Then, a detailed analysis of the growing risks associated with the three long bubbles using the Log … bubbles and the four short bubbles that our time scale of analysis was able to resolve. Overall, our predictive scheme …

The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the … LPPLS (log-periodic power law singularity) approach successfully diagnoses positive and negative bubbles, constructs … efficient End-of-Bubble signals for all of the well-documented bubbles, and obtains for the first time new statistical evidence …

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. …

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 …

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 …