Ghosh, Bikramaditya - In: Journal of Central Banking Theory and Practice 9 (2020) 2, pp. 87-107
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 …