monthly excess return in winter and spring, while the pre-dotcom-bubble period had a better performance than the post-dotcom-bubble … period. In the global post-dotcom-bubble period, there is statistical evidence for 1.60% and 1% lower average monthly returns … literature. The dotcom bubble seems to be responsible for the January effect differing from what might otherwise have been …

The recent U.S. house price bubble and the subsequent deep financial crisis have renewed the interest in reliable … bubble was not a homogeneous event since regional starting points range from 1996 to 2002. …

implicit features of the SSW market model contribute to bubble formation. …

quickly expansion of credit leading to the process of bubble formation in market for vehicles that led to the need for the …

We investigate the impact of trader and cash inflow on bubble formation in asset markets with a novel design featuring …

We explore the ability of a macroprudential policy instrument to dampen the consequences of equity mispricing (a bubble …) and the correction thereof (the bubble bursting), as well as the consequences for real activity in a production economy … sentiment) become biased upwards/downwards. Economic activity in equilibrium is influenced by the bubble size. The presence of …

empirical studies have tested for this bubble phenomenon. This paper presents previously unused data on the aggregate number of … newly opened brokerage accounts in China and tests the role of new investors in bubble formation. I find that new investors …