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101
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date (oldest first)
101
Testing the stochastic disorder model on stock markets
Sokko, Anastasiia
- In:
Essays in behavioural financial markets and asset pricing
,
(pp. 89-121)
.
2018
Persistent link: https://www.econbiz.de/10011876059
Saved in:
102
Herding behavior, market sentiment and volatility : will the bubble resume?
Bekiros, Stelios
;
Jlassi, Mouna
;
Lucey, Brian M.
; …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 107-131
Persistent link: https://www.econbiz.de/10011938084
Saved in:
103
Does investor sentiment drive stock market
bubbles
? : beware of excessive optimism!
Pan, Wei-Fong
- In:
The journal of behavioral finance : a publication of …
21
(
2020
)
1
,
pp. 27-41
Persistent link: https://www.econbiz.de/10012180524
Saved in:
104
Speculative
bubbles
in segmented markets : evidence from Chinese cross-listed stocks
Pavlidis, Efthymios G.
;
Vasilopoulos, Kostas
-
2019
Persistent link: https://www.econbiz.de/10012193363
Saved in:
105
On the predictability of stock market
bubbles
: evidence from LPPLS confidence multi-scale indicators
Demirer, Rıza
;
Demos, Guilherme
;
Gupta, Rangan
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 843-858
Persistent link: https://www.econbiz.de/10012194719
Saved in:
106
Contagion between asset markets : a two market heterogeneous agents model with destabilising spillover effects
Hommes, Cars H.
;
Vroegop, Joris
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 314-333
Persistent link: https://www.econbiz.de/10012130975
Saved in:
107
Can heterogeneous agent models explain the alleged mispricing of the S&P 500?
Lux, Thomas
-
2020
Tests of excessive volatility along the lines of Shiller (1981) and Leroy and Porter (1981) count among the most convincing pieces of evidence against the validity of the time-honored efficient market hypothesis. Recently, using Shiller s distinction between ex-ante rational (fundamental) price...
Persistent link: https://www.econbiz.de/10012214509
Saved in:
108
Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 339-354
Persistent link: https://www.econbiz.de/10011747311
Saved in:
109
Intrinsic
Bubbles
: The Case of Stock Prices
Froot, Kenneth A.
-
1989
type of rational bubble that depends exclusively on dividends. We call such
bubbles
"intrinsic"
bubbles
because they derive … examples of rational
bubbles
, intrinsic
bubbles
provide an empirically plausible account of deviations from present …
Persistent link: https://www.econbiz.de/10012475954
Saved in:
110
Speculative
bubbles
in segmented markets : evidence from Chinese cross-listed stocks
Pavlidis, Efthymios G.
;
Vasilopoulos, Kostas
- In:
Journal of international money and finance
109
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012403909
Saved in:
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