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Asset price volatility and investment horizons : an experimental investigation
Anufriev, Mikhail; Chernulich, Aleksei; Tuinstra, Jan - In: Journal of economic behavior & organization : JEBO 193 (2022), pp. 19-48
Persistent link: https://www.econbiz.de/10013189883
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Trading while sleepy? : circadian mismatch and excess volatility in a global experimental asset market
Dickinson, David L.; Chaudhuri, Ananish; … - 2017
asset market bubbles occur in all sessions, but global markets had significantly more extreme and longer duration valuation … bubbles. Additionally, subjects at the most suboptimal times-of-day held significantly more asset shares in their portfolios …
Persistent link: https://www.econbiz.de/10011731909
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Detecting bubbles in financial markets : fundamental and dynamical approaches
Forró, Zalán - 2015
Persistent link: https://www.econbiz.de/10011420148
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A new stock-price bubble with stochastically deflating trajectories
Rotermann, Benedikt; Wilfling, Bernd - In: Applied economics letters 25 (2018) 15, pp. 1091-1096
Persistent link: https://www.econbiz.de/10012132351
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Asset market volatility and New Keynesian macroeconomics : a game-theoretic approach
Cho, Namun; Jang, Tae-Seok - In: Computational economics 54 (2019) 1, pp. 245-266
Persistent link: https://www.econbiz.de/10012134144
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Can we use volatility to diagnose financial bubbles? : lessons from 40 historical bubbles
Sornette, Didier; Cauwels, Peter; Smilyanov, Georgi - In: Quantitative finance and economics 2 (2018) 1, pp. 1-105
Persistent link: https://www.econbiz.de/10012137897
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Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of empirical finance 38 (2016), pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
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Riding the bubble : financial market crises in twenty-two OECD countries
Windolf, Paul - In: Journal of economic issues : jei 50 (2016) 3, pp. 788-813
Persistent link: https://www.econbiz.de/10011666010
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Detecting money market bubbles
Baldeaux, Jan; Ignatieva, Ekaterina; Platen, Eckhard - 2016
Persistent link: https://www.econbiz.de/10011778131
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Asset price volatility and banks
Zhang, Yu - In: Journal of mathematical economics 71 (2017), pp. 96-103
Persistent link: https://www.econbiz.de/10011833203