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Selecting a better valuation model to measure bubble level of stocks price : empirical study from internet-based finance stocks in A-share market

Zhao, Yi; Sun, Baiqing; Xiao, Binqing; Cheng, Fu - In: Economic research 31 (2018) 1,2, pp. 1619-1640

Persistent link: https://www.econbiz.de/10012391845

Boom-Busts in Asset Prices, Economic Instability, and Monetary Policy

Bordo, Michael D. - 2002

The link between monetary policy and asset price movements has been of perennial interest to policy makers. In this paper we consider the potential case for pre-emptive monetary restrictions when asset price reversals can have serious effects on real output. First, we provide some historical...

Persistent link: https://www.econbiz.de/10012469748

Sup-ADF-style bubble-detection methods under test

Monschang, Verena; Wilfling, Bernd - 2019

and date-stamping financial bubbles. In Monte Carlo simulations, we show that the SADF and GSADF tests may reveal …). Simulating stock-price trajectories that contain these parametric bubbles, we demonstrate that the SADF and GSADF tests can have …

Persistent link: https://www.econbiz.de/10012287533

Applying Approximate Entropy (ApEn) to speculative bubble in the stock market

Bhaduri, Saumitra N. - In: Journal of emerging market finance 13 (2014) 1, pp. 43-68

Persistent link: https://www.econbiz.de/10011570991

Dynamic analyses for transmission between asset bubble trends of accumulated co-integration errors

Kim, Yun-Yeong - In: Asia-Pacific journal of financial studies 45 (2016) 4, pp. 574-605

Persistent link: https://www.econbiz.de/10011630763

The timing of the popping : using the log-periodic power law model to predict the bursting of bubbles on financial markets

Gustavsson, Marcus; Levén, Daniel; Sjögren, Hans - In: Financial history review 23 (2016) 2, pp. 193-217

Persistent link: https://www.econbiz.de/10011585598

Are there periodically collapsing bubbles in the stock markets? : new international evidence

Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451

Persistent link: https://www.econbiz.de/10011642804

On the bimodality of the distribution of the S&P 500’s distortion : empirical evidence and theoretical explanations

Schmitt, Noemi; Westerhoff, Frank H. - 2017

After showing that the distribution of the S&P 500's distortion, i.e. the log difference between its real stock market index and its real fundamental value, is bimodal, we demonstrate that agentbased financial market models may explain this puzzling observation. Within these models, speculators...

Persistent link: https://www.econbiz.de/10011595441

Detecting and date-stamping rational bubbles in asset price : an empirical investigation in the Tunisian stock market

Helali, Siwar Mehri - In: International journal of economics and finance 11 (2019) 8, pp. 91-100

Persistent link: https://www.econbiz.de/10012105996

Testing for bubbles in stock markets with irregular dividend distribution

Caspi, Itamar; Graham, Meital - In: Finance research letters 26 (2018), pp. 89-94

Persistent link: https://www.econbiz.de/10012005570