speculative bubbles and/or noise trading behavior. Our empirical findings for the US stock market covering the 1871:1 - 2000 …

This paper offers a specific analysis of speculation bubbles in the economic history of the world, and then tries to … identify the causes and effects of the speculation bubble on the real estate market in the USA, which was the main cause of the … subprime crisis. The first part of the paper aims at defining the phenomenon of economic fluctuations and speculation bubble …

This paper is the first to utilize a direct test for periodic, partially collapsing speculative bubbles in US REIT … bubbles, most notably in the Mortgage REITs series. There is also visual evidence of a negative bubble in all three series in … bubbles or indeed taking advantage of such bubbles …

their fundamentals were caused by the existence of two genres of bubbles: intrinsic bubbles and rational speculative bubbles … collapsing rational bubbles in the post-2000 market …

that SPC in general might be a useful tool in constructing early warning systems for asset price bubbles. -- statistical … process control ; real estate ; asset prices bubbles ; early warning systems …

conventional unit root tests in modified forms can be used to construct early warning indicators for bubbles in financial markets … 1871, they are able to signal most of the consensus bubbles, defined as stock market booms for example by the IMF, and they … bubbles from the data. Finally, these early warning indicators are applied to data for several housing markets. In most of the …