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Essays on testing for speculative bubbles in the stock market
Chen, Lii-Tarn - 1995
Persistent link: https://www.econbiz.de/10000574232
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Review on efficiency and anomalies in stock markets
Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51
reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …
Persistent link: https://www.econbiz.de/10012237439
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Asset price bubbles : existence, persistence and migration
Gómez González, José Eduardo; Ojeda-Joya, Jair N.; … - In: The South African journal of economics 85 (2017) 1, pp. 52-67
Persistent link: https://www.econbiz.de/10011667418
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Rational bubbles in the US stock market? : further evidence from a nonparametric cointegration test
Chang, Tsangyao; Chiu, Chi-chen; Nieh, Chien-chung - In: Applied economics letters 14 (2007) 7/9, pp. 517-521
Persistent link: https://www.econbiz.de/10003512167
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Where are the sources of stock market mispricing and excess volatility?
Chen, Carl R.; Lung, Peter P.; Wang, F. Albert - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 631-650
Persistent link: https://www.econbiz.de/10010246406
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Uncertainty of macroeconomic forecasters and the prediction of stock market bubbles
Herwartz, Helmut; Cholodilin, Konstantin Arkadʹevič - 2014
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. …
Persistent link: https://www.econbiz.de/10010400661
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Periodically collapsing bubbles in the US stock market?
Bohl, Martin T. - 2001
Persistent link: https://www.econbiz.de/10001605318
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Periodically collapsing bubbles in the US stock market?
Bohl, Martin T. - In: International review of economics & finance : IREF 12 (2003) 3, pp. 385-397
Persistent link: https://www.econbiz.de/10001797308
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On the Predictability of Stock Market Bubbles : Evidence from LPPLS ConfidenceTM Multi-Scale Indicators
Demirer, Riza - 2018
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 …
Persistent link: https://www.econbiz.de/10012931948