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ECONIS (ZBW)
16,391
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1
Bidirectional relationship between investor sentiment and excess returns : new evidence from the wavelet perspective
Marczak, Martyna
;
Beissinger, Thomas
-
2015
This paper sheds new light on the mutual relationship between investor sentiment and excess returns corresponding to the bubble component of stock prices. We propose to use the wavelet concept of the phase angle to determine the lead-lag relation between these variables. The wavelet phase angle...
Persistent link: https://www.econbiz.de/10011325814
Saved in:
2
Modelling of speculative
bubbles
and forecasting of market crashes
Gerlach, Jan-Christian
-
2021
Persistent link: https://www.econbiz.de/10012510251
Saved in:
3
Rational
bubbles
and fractional integration
Kruse, Robinson
(
contributor
)
-
2008
hypothesis of a rational bubble. -- Fractional integration ;
bubbles
; changing persistence …
Persistent link: https://www.econbiz.de/10003672198
Saved in:
4
A classical model of speculative asset price dynamics
Inoua, Sabiou M.
;
Smith, Vernon L.
-
2021
Persistent link: https://www.econbiz.de/10013256956
Saved in:
5
Learning in speculative
bubbles
: an experiment
Hong, Jieying
;
Moinas, Sophie
;
Pouget, Sébastien
-
2018
Persistent link: https://www.econbiz.de/10012267511
Saved in:
6
Nonspeculative
bubbles
revisited :
speculation
does matter
Tucker, Steven James
;
Xu, Yilong
-
2020
Persistent link: https://www.econbiz.de/10012428527
Saved in:
7
Bubbles
in hybrid markets : how expectations about algorithmic trading affect human trading
Farjam, Mike
;
Kirchkamp, Oliver
-
2015
Bubbles
are omnipresent in lab experiments with asset markets. Most of these experiments were conducted in environments … smaller
bubbles
if human traders expect algorithmic traders to be present. …
Persistent link: https://www.econbiz.de/10011392621
Saved in:
8
Bubbles
in hybrid markets : how expectations about algorithmic trading affect human trading
Farjam, Mike
;
Kirchkamp, Oliver
-
2015
Bubbles
are omnipresent in lab experiments with asset markets. But these experiments were (mostly) conducted in … clearly smaller
bubbles
if human traders expect algorithmic traders to be present. …
Persistent link: https://www.econbiz.de/10010477118
Saved in:
9
Trading by professional traders: an experiment
Cipriani, Marco
;
De Filippis, Roberta
;
Guarino, Antonio
; …
-
2020
not generate the price
bubbles
observed in previous studies with student subjects; traders aggregate private information …
Persistent link: https://www.econbiz.de/10012259899
Saved in:
10
Financialization and speculative
bubbles
: international evidence
Ahmed, Ehsan
;
Rosser, John Barkley
;
Uppal, Jamshed Y.
-
2017
Persistent link: https://www.econbiz.de/10011748499
Saved in:
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