global crash of 1987, the Japanese stock market bubble of the 1980s/90s, and the international dot.com boom of the 1990s. The …

's Securities Market -- Chapter Three: Origins of the South Sea Company -- Chapter Four: John Law and the Mississippi Bubble … global crash of 1987, the Japanese stock market bubble of the 1980s/90s, and the international dot.com boom of the 1990s. The … First Crash throws light on the current debate about investor rationality by re-examining the story of the South Sea Bubble …

The primary purpose of the study is to identify and measure the properties of asset bubbles, volatility clustering, and … particular, we focus on the 2000 DotCom Bubble, the 2008 Housing Crisis, and the 2015 Chinese Bubble. We employ three main … empirical methods; the LPPL model to identify asset bubbles, the DCC-GARCH model to measure volatility clustering, and the …

bubble in any stock market (bourse) across the geographical boundaries. This study examines forty two bourses (representing … embedded volatility, herd behaviour and nascent bubble. Overall the volatility distribution has been found to be Gaussian in … percent of indices under consideration showed traces of mild herd as well as bubble. The same indices were all found to be …

experiment that regularly produces valuation bubble and crash events. Global sessions involved real time trades between subjects … 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 …