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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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Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
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Booms and busts in asset prices : risk modeling, bubble detection, and the role of monetary policy
Beckers, Benjamin - 2017
Persistent link: https://www.econbiz.de/10012659432
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Econophysical bourse volatility : global evidence
Ghosh, Bikramaditya; Krishna Mysore Chidambareswaran - In: Journal of central banking theory and practice 9 (2020) 2, pp. 87-107
Financial Reynolds number (Re) has been proven to have the capacity to predict volatility, herd behaviour and nascent bubble in any stock market (bourse) across the geographical boundaries. This study examines forty two bourses (representing same number of countries) for the evidence of the...
Persistent link: https://www.econbiz.de/10012305755
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Trading while sleepy? : circadian mismatch and excess volatility in a global experimental asset market
Dickinson, David L.; Chaudhuri, Ananish; … - 2017
Persistent link: https://www.econbiz.de/10011814873
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Speculative bubbles and contagion : analysis of volatility's clusters during the DotCom bubble based on the dynamic conditional correlation model
Herwarth Kohn, Maximilian-Benedikt; Pereira, Pedro L. Valls - In: Cogent economics & finance 5 (2017) 1, pp. 1-28
Reviewing the definition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom …. Even it is astonishing, that the contagion is lower during price bubbles, the main finding indicates the presence of …
Persistent link: https://www.econbiz.de/10011887512
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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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Stock Market Bubbles and the Forecastability of Goldreturns (and Volatility)
Gabauer, David; Gupta, Rangan; Karmakar, Sayar; … - 2023
Firstly, we use the Multi-Scale LPPLS Confidence Indicator approach to detectboth positive and negative bubbles at … that, our bubbles indicators,particularly when both positive and negative bubbles are considered simultaneously …
Persistent link: https://www.econbiz.de/10014353907
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Die neue "kapitale" Frage : freier Kapitalverkehr oder Re-Regulierung der globalen Finanz- und Kapitalmärkte?
Wettstein, Florian - 2001
Persistent link: https://www.econbiz.de/10001603737
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Stock price booms and expected capital gains
Adam, Klaus; Beutel, Johannes; Marcet, Albert - 2014
Persistent link: https://www.econbiz.de/10010363250