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Monetary policy and mispricing in stock markets

Beckers, Benjamin; Bernoth, Kerstin - 2016

asset pricing in line with rational bubbles. We show that the response of the excessive stock price component to a monetary …

Persistent link: https://www.econbiz.de/10011526074

A model of financial bubbles and drawdowns with non-local behavioral self-referencing

Malevergne, Yannick; Sornette, Didier; Wei, Ran - 2021

We propose a novel class of models in which the crash hazard rate is determined by a function of a non-local estimation of mispricing. Rooted in behavioral finance, the non-local estimation embodies in particular the characteristic of "anchoring" on past price levels and the "probability...

Persistent link: https://www.econbiz.de/10012800780

The role of the end time in experimental asset markets

Kopányi-Peuker, Anita; Weber, Matthias - 2022

price dynamics with recurring bubbles in all treatments …

Persistent link: https://www.econbiz.de/10013192083

Existence of speculative bubbles in the Indian stock market : knowledge gained during the US subprime crisis

Mukherjee, Sovik; Karmakar, Asim K. - In: Comparative advantage in the knowledge economy : a …, (pp. 75-84). 2021

Persistent link: https://www.econbiz.de/10012814053

On booms that never bust : ambiguity in experimental asset markets with bubbles

Corgnet, Brice; Hernán González, Roberto; Kujal, Praveen - 2018

Persistent link: https://www.econbiz.de/10012030198

Bank of Japan's exchange-traded fund purchases as an unprecedented monetary easing policy

Shirai, Sayuri - 2018

This paper highlights exchange-traded funds (ETF) purchases conducted by the Bank of Japan under Quantitative and Qualitative Monetary Easing with Yield Curve Control. The policy to indirectly purchase stocks is unprecedented in terms of the scale and duration among major central banks. The...

Persistent link: https://www.econbiz.de/10011894177

Trading while sleepy? : circadian mismatch and excess volatility in a global experimental asset market

Dickinson, David L.; Chaudhuri, Ananish; … - 2017

experiment that regularly produces valuation bubble and crash events. Global sessions involved real time trades between subjects … asset market bubbles occur in all sessions, but global markets had significantly more extreme and longer duration valuation … bubbles. Additionally, subjects at the most suboptimal times-of-day held significantly more asset shares in their portfolios …

Persistent link: https://www.econbiz.de/10011731909

Nonspeculative bubbles revisited : speculation does matter

Tucker, Steven James; Xu, Yilong - 2020

Persistent link: https://www.econbiz.de/10012428527

Price efficiency, bubbles, crashes and crash risk : evidence from Chinese stock market

Usman, Muhammad - In: Prague economic papers : a bimonthly journal of … 31 (2022) 3/4, pp. 236-258

Persistent link: https://www.econbiz.de/10013396158

Collective affects and speculative bubbles in financial markets : a spinozist perspective

Bourghelle, David; Rozin, Philippe - In: Rethinking finance in the face of new challenges, (pp. 225-244). 2021

Persistent link: https://www.econbiz.de/10013186888