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The Minsky moment as the revenge of entropy
Rosser, John Barkley - In: Macroeconomic dynamics 24 (2020) 1, pp. 7-23
Persistent link: https://www.econbiz.de/10012163564
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Speculative bubbles in Bitcoin markets? : an empirical investigation into the fundamental value of Bitcoin
Cheah, Eng-Tuck; Fry, John - In: Economics letters 130 (2015), pp. 32-36
Persistent link: https://www.econbiz.de/10011422365
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Multifractal analysis of volatility for detection of herding and bubble : evidence from CNX Nifty HFT
Ghosh, Bikramaditya; Kozarević, Emira - In: Investment management and financial innovations 16 (2019) 3, pp. 182-193
Persistent link: https://www.econbiz.de/10012159372
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Bubbles, blind-spots and Brexit
Fry, John; Brint, Andrew - In: Risks : open access journal 5 (2017) 3, pp. 1-15
In this paper we develop a well-established financial model to investigate whether bubbles were present in opinion polls and betting markets prior to the UK’s vote on EU membership on 23 June 2016. The importance of our contribution is threefold. Firstly, our continuous-time model allows for...
Persistent link: https://www.econbiz.de/10011688252
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New evidence that index traders did not drive bubbles in grain futures markets
Etienne, Xiaoli Liao; Irwin, Scott H.; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 42 (2017) 1, pp. 45-67
Persistent link: https://www.econbiz.de/10011607640
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The "necessity" of new position limits in agricultural futures markets : the verdict from daily firm-level position data
Sanders, Dwight R.; Irwin, Scott H. - In: Applied economic perspectives and policy 38 (2016) 1, pp. 292-317
Persistent link: https://www.econbiz.de/10011616491
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Testing a speculative bubble in the dry bulk shipping market : a multi-factor approach
Cocconcelli, Luca; Medda, Francesca - In: International journal of decision sciences, risk and … 6 (2015/2016) 3, pp. 281-296
Persistent link: https://www.econbiz.de/10011663938
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Study of speculative bubbles : the contribution of approximate entropy
Mahmoud, Imen; Naoui, Kamel; Jemmali, Hatem - In: International journal of economics and financial issues … 3 (2013) 3, pp. 683-693
Persistent link: https://www.econbiz.de/10010518968
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Tax on capital gains of housing estate : a sustainable source of income for municipalities and an appropriate tool to control speculation in the housing market
Sobhaniyan, Seyyed Mohammad Hadi; Memar, Ehsan Aghajani; … - In: Journal of urban economics and management : a quarterly … 6 (2018) 21, pp. 85-97
Persistent link: https://www.econbiz.de/10011815477
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Speculative equilibrium with differences in higher-order beliefs
Han, Jungsuk; Kyle, Albert S. - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4317-4332
Persistent link: https://www.econbiz.de/10011921524