Narrow search
Showing 1 - 10 of 675,662
Cover Image
Trading frenzies and their impact on real investment
Goldstein, Itay; Ozdenoren, Emre; Yuan, Kathy - In: Journal of financial economics 109 (2013) 2, pp. 566-582
Persistent link: https://www.econbiz.de/10009784160
Cover Image
Bubbles or noise? : Reconciling the results of broad-dividend variance-bounds tests
TeSelle, Garrett H. - 1998
Persistent link: https://www.econbiz.de/10000997356
Cover Image
Listen to the signals from an interactive agent‐based model
Cheng, Po-Keng - In: Applied economics letters 28 (2021) 21, pp. 1884-1888
Persistent link: https://www.econbiz.de/10012697703
Cover Image
Market impact and performance of arbitrageurs of financial bubbles in an agent-based model
Westphal, Rebecca; Sornette, Didier - In: Journal of economic behavior & organization : JEBO 171 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012287971
Cover Image
Noise bubbles
Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - 2014 - This version: November, 2014
Persistent link: https://www.econbiz.de/10011809746
Cover Image
Speculative bubbles and crashes : fundamentalists and positive‐feedback trading
Cheng, Po-Keng; Kim, Young Shin - In: Cogent economics & finance 5 (2017) 1, pp. 1-28
, and positive‐feedback traders cause the formation of speculative bubbles. Our model also indicates that traders’ attitudes … frequent occurrence of bubbles. …
Persistent link: https://www.econbiz.de/10011886606
Cover Image
Noise bubbles
Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - 2013
Persistent link: https://www.econbiz.de/10009786286
Cover Image
Noise Bubbles
Forni, Mario - 2014
We introduce imperfect information in stock prices determination. Agents receive a noisy signal about the structural shock driving future dividend variations. Equilibrium stock prices include a transitory "noise bubble" which can be responsible for boom and bust episodes unrelated to economic...
Persistent link: https://www.econbiz.de/10013043876
Cover Image
Noise bubbles
Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - In: The economic journal : the journal of the Royal … 127 (2017) 604, pp. 1940-1976
Persistent link: https://www.econbiz.de/10011757853
Cover Image
Noise, Risk Premium, and Bubble
Andruszkiewicz, Grzegorz; Brody, Dorje C. - 2011
seen to explain observed phenomena of equity premium and financial bubbles …
Persistent link: https://www.econbiz.de/10014185726