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Testing for financial crashes using the Log Periodic Power Law model

Brée, David S.; Joseph, Nathan Lael - In: International Review of Financial Analysis 30 (2013) C, pp. 287-297

Many papers claim that a Log Periodic Power Law (LPPL) model fitted to financial market bubbles that precede large market falls or ‘crashes’, contains parameters that are confined within certain ranges. Further, it is claimed that the underlying model is based on influence percolation and a...

Persistent link: https://www.econbiz.de/10010730282

Stock mispricing, hard-to-value stocks and the influence of internet stock message boards

Xiong, Xiong; Meng, Yongqiang; Joseph, Nathan Lael; … - In: International review of financial analysis 72 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012437220

Trust matters : a global perspective on the influence of trust on bank market risk

Abd-Elsalam, Omneya H.; Chantziaras, Antonios; Joseph, … - In: Journal of international financial markets, … 92 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014535713

The sensitivity of US banks' stock returns to interest rate and exchange rate changes

Joseph, Nathan Lael; Vezos, Panayiotis - In: Managerial finance 32 (2006) 2, pp. 182

Persistent link: https://www.econbiz.de/10006543359

Stock index reaction to large price changes: Evidence from major Asian stock indexes

Mazouz, Khelifa; Joseph, Nathan Lael; Palliere, Clement - In: Pacific-Basin finance journal 17 (2009) 4, pp. 444-459

Persistent link: https://www.econbiz.de/10008259627

Pricing-to-market and the volatility of UK export prices

Lai, Baoying; Joseph, Nathan Lael - In: Applied financial economics 20 (2010) 18, pp. 1441-1461

Persistent link: https://www.econbiz.de/10008637969

Using monthly returns to model conditional heteroscedasticity

Joseph, Nathan Lael - In: Applied economics 35 (2003) 7, pp. 791-802

Persistent link: https://www.econbiz.de/10007656780

Predicting returns in U.S. financial sector indices

Joseph, Nathan Lael - In: International journal of forecasting 19 (2003) 3, pp. 351-368

Persistent link: https://www.econbiz.de/10006967516

The choice of hedging techniques and the characteristics of UK industrial firms

Joseph, Nathan Lael - In: Journal of multinational financial management 10 (2000) 2, pp. 161-184

Persistent link: https://www.econbiz.de/10007118776

Stock index reaction to large price changes: Evidence from major Asian stock indexes

Mazouz, Khelifa; Joseph, Nathan Lael; Palliere, Clement - In: Pacific-Basin finance journal 17 (2009) 4, pp. 444-460

Persistent link: https://www.econbiz.de/10008892319