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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

Speculative bubbles in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach

Lammerding, Marc; Stephan, Patrick; Trede, Mark; … - In: Energy economics 36 (2013), pp. 491-502

Persistent link: https://www.econbiz.de/10009724652

From hero to zero : evidence of performance reversal and speculative bubbles in German renewable energy stocks

Bohl, Martin T.; Kaufmann, Philipp; Stephan, Patrick Maurice - In: Energy economics 37 (2013), pp. 40-51

Persistent link: https://www.econbiz.de/10009759397

Super-exponential bubbles in lab experiments : evidence for anchoring over-optimistic expectations on price

Huesler, Andreas D.; Sornette, Didier; Hommes, Cars H. - In: Journal of economic behavior & organization : JEBO 92 (2013), pp. 304-316

Persistent link: https://www.econbiz.de/10010198059

A note on decoupling, recoupling and speculative bubble : some empirical evidence for Latin America

Kizys, Renatas; Pierdzioch, Christian - In: Applied financial economics 23 (2013) 13/15, pp. 1057-1065

Persistent link: https://www.econbiz.de/10010204811

On the linkages of the stock markets of the NAFTA countries : fundamentals or speculative bubbles?

Pierdzioch, Christian; Kizys, Renatas - In: International economic journal 27 (2013) 3, pp. 415-440

Persistent link: https://www.econbiz.de/10009791562

A raging bull or a long-term speculative bubble? : the puzzling case of the Karachi stock exchange

Ahmed, Ehsan; Rosser, John Barkley; Uppal, Jamshed Y. - In: The Pakistan development review : PDR 55 (2016) 2, pp. 79-93

Persistent link: https://www.econbiz.de/10011561580

Are there rational speculative bubbles in the Philippine stock market?

Nartea, Gilbert V.; Hu, Bo; Hu, Baiding - In: The Philippine review of economics : a joint … 50 (2013) 1, pp. 23-44

Persistent link: https://www.econbiz.de/10010424583

Bubbles, food prices, and speculation : evidence from the CFTC' s daily large trader data files

Aulerich, Nicole M.; Irwin, Scott H.; García, Philip - In: The economics of food price volatility, (pp. 211-253). 2014

Persistent link: https://www.econbiz.de/10010434180

Bubble footprints in the Malaysian stock market : are they rational?

Nartea, Gilbert V.; Cheema, Muhammand A. - In: International journal of accounting and information … 22 (2014) 3, pp. 223-236

Persistent link: https://www.econbiz.de/10010411588