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Short-squeeze bubbles

Guimarães, Bernardo; Pannella, Pierluca - 2021

Persistent link: https://www.econbiz.de/10012501574

Wealth forever : the analytics of stock markets

Khoury, Sarkis J. (contributor) - 2003

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Disagreement beta

Gao, George P.; Lu, Xiaomeng; Song, Zhaogang; Yan, Hongjun - In: Journal of monetary economics 107 (2019), pp. 96-113

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Modeling speculative bubbles with diverse investor expectations

Phillips, Peter C. B. - In: Research in economics : an international review of economics 70 (2016) 3, pp. 375-387

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Market entry waves and volatility outbursts in stock markets

Schwartz, Ivonne; Schmitt, Noemi; Westerhoff, Frank H. - In: Journal of economic behavior & organization : JEBO 153 (2018), pp. 19-37

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Speculative bubbles and contagion : analysis of volatility's clusters during the DotCom bubble based on the dynamic conditional correlation model

Herwarth Kohn, Maximilian-Benedikt; Pereira, Pedro L. Valls - In: Cogent economics & finance 5 (2017) 1, pp. 1-28

Reviewing the definition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom bubble in American and European equity markets using the dynamic conditional correlation (DCC) model proposed as on one hand as an econometrics explanation and on the other...

Persistent link: https://www.econbiz.de/10011887512