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Sell in may and go away : still good advice for investors?

Dichtl, Hubert; Drobetz, Wolfgang - In: International review of financial analysis 38 (2015), pp. 29-43

Persistent link: https://www.econbiz.de/10011337635

Eastern Halloween effect : a stochastic dominance approach

Chui, David; Cheng, Andy Wui Wing; Chow, Sheung Chi; Li, Ya - In: Journal of international financial markets, … 68 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012495884

An analysis of "sell in May and go away" strategy in Latin American stock markets

Almeida, Juliano Ribeiro de; Bergmann, Daniel Reed; … - In: Latin American business review 23 (2022) 3, pp. 199-224

Persistent link: https://www.econbiz.de/10013353188

Thar she bursts - Reducing confusion reduces bubbles

Kirchler, Michael; Huber, Jürgen; Stöckl, Thomas - 2011

To explore why bubbles frequently emerge in the experimental asset market model of Smith, Suchanek and Williams (1988), we vary the fundamental value process (constant or declining) and the cash-to-asset value-ratio (constant or increasing). We observe high mispricing in treatments with a...

Persistent link: https://www.econbiz.de/10010294824

Bubbles and Experience: An Experiment on Speculation

Dufwenberg, Martin; Lindqvist, Tobias; Moore, Evan - 2003

particular the occurrence of bubble-crash pricing patterns. In each session, six subjects trade in three successive market rounds …

Persistent link: https://www.econbiz.de/10010320151

Bubble-driven business cycles

Larin, Benjamin - 2016 - Very preliminary draft

the model to the post-war US economy and the numerical solution show that the model is able to depict plausible bubble …

Persistent link: https://www.econbiz.de/10011422345

Characteristics of pricing errors in stocks implied by autocovariance and "drag"

Moor, Lieven de; Sercu, Piet - In: Applied economics letters 22 (2015) 10/12, pp. 999-1004

Persistent link: https://www.econbiz.de/10011286529

Asymmetric returns, gradual bubbles and sudden crashes

Huang, Weihong; Zheng, Huanhuan; Chia, Wai-mun - In: The European journal of finance 19 (2013) 5/6, pp. 420-437

Persistent link: https://www.econbiz.de/10010243605

Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask

Geraskin, Petr; Fantazzini, Dean - In: The European journal of finance 19 (2013) 5/6, pp. 366-391

Persistent link: https://www.econbiz.de/10010243608

Diagnostics of rational expectation financial bubbles with stochastic mean-reverting termination times

Lin, Li; Sornette, Didier - In: The European journal of finance 19 (2013) 5/6, pp. 344-365

Persistent link: https://www.econbiz.de/10010243610