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Stock market volatility, speculation and unemployment : a Granger-causality analysis

Algieri, Bernardina; Brancaccio, Emiliano; Buonaguidi, … - In: PSL quarterly review 73 (2020) 293, pp. 137-160

This study investigates the possible Granger-causal relations between stock price volatility and dividend dynamics on the one hand, and speculation and unemployment on the other. The analysis is carried out for the US over the period 1982-2018. Stock price volatility is calculated in terms of...

Persistent link: https://www.econbiz.de/10012288289

Nonlinearities and tests of asset price bubbles

Arora, Vipin; Shi, Shuping - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1421-1433

Persistent link: https://www.econbiz.de/10011481717

Multi-period experimental asset markets with distinct fundamental value regimes

Stöckl, Thomas; Huber, Jürgen; Kirchler, Michael - In: Experimental economics : a journal of the Economic … 18 (2015) 2, pp. 314-334

Persistent link: https://www.econbiz.de/10011530673

Bubbles for Fama

Greenwood, Robin; Shleifer, Andrei; You, Yang - In: Journal of financial economics 131 (2019) 1, pp. 20-43

Persistent link: https://www.econbiz.de/10012130811

Can we use volatility to diagnose financial bubbles? : lessons from 40 historical bubbles

Sornette, Didier; Cauwels, Peter; Smilyanov, Georgi - In: Quantitative finance and economics 2 (2018) 1, pp. 1-105

Persistent link: https://www.econbiz.de/10012137897

Extrapolation and bubbles

Barberis, Nicholas; Greenwood, Robin; Jin, Lawrence; … - In: Journal of financial economics 129 (2018) 2, pp. 203-227

Persistent link: https://www.econbiz.de/10011982207

The impact of an insider and short-selling on bubble formation in experimental financial market

Chmura, Thorsten; Bai, Ye; Bauder, David - In: Journal of international financial markets, … 60 (2019), pp. 211-230

Persistent link: https://www.econbiz.de/10012128007

A raging bull or a long-term speculative bubble? : the puzzling case of the Karachi stock exchange

Ahmed, Ehsan; Rosser, John Barkley; Uppal, Jamshed Y. - In: The Pakistan development review : PDR 55 (2016) 2, pp. 79-93

Persistent link: https://www.econbiz.de/10011561580

Interpreting the movement of oil prices : driven by fundamentals or bubbles?

Zhang, Yue-jun; Yao, Ting - In: Economic modelling 55 (2016), pp. 226-240

Persistent link: https://www.econbiz.de/10011642513

The influence of investment experience on market prices : laboratory evidence

Huber, Jürgen; Kirchler, Michael; Stöckl, Thomas - In: Experimental economics : a journal of the Economic … 19 (2016) 2, pp. 394-411

Persistent link: https://www.econbiz.de/10011659590

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