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Rational bubbles : theoretical basis, economic relevance, and empirical evidence with a special emphasis on the German stock market

Salge, Matthias - 1997

Persistent link: https://www.econbiz.de/10000622293

Essays on testing for speculative bubbles in the stock market

Chen, Lii-Tarn - 1995

Persistent link: https://www.econbiz.de/10000574232

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

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

The effects of monetary policy on stock market bubbles at zero lower bound : Revisiting the evidence

Caraiani, Petre; Călin, Adrian Cantemir - In: Economics letters 169 (2018), pp. 55-58

Persistent link: https://www.econbiz.de/10012019551

Are there periodically collapsing bubbles in the stock markets? : new international evidence

Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451

Persistent link: https://www.econbiz.de/10011642804

Does investor sentiment drive stock market bubbles? : beware of excessive optimism!

Pan, Wei-Fong - In: The journal of behavioral finance : a publication of … 21 (2020) 1, pp. 27-41

Persistent link: https://www.econbiz.de/10012180524

Testing for bubbles in stock markets with irregular dividend distribution

Caspi, Itamar; Graham, Meital - In: Finance research letters 26 (2018), pp. 89-94

Persistent link: https://www.econbiz.de/10012005570

Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets

Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 48 (2017), pp. 339-354

Persistent link: https://www.econbiz.de/10011747311

Testing the stochastic disorder model on stock markets

Sokko, Anastasiia - 2017

This paper examines real-time applications of quickest disorder detection techniques for timing stock markets. The focus is on the stochastic disorder model by Shiryaev, Zhitlukhin, and Ziemba (2014, 2015), Zhitlukhin and Ziemba (2016) and their optimal stopping rule. The model uses sequential...

Persistent link: https://www.econbiz.de/10011875860

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