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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
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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
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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
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Speculative bubbles in segmented markets : evidence from Chinese cross-listed stocks
Pavlidis, Efthymios G.; Vasilopoulos, Kostas - 2019
Persistent link: https://www.econbiz.de/10012193363
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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
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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
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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
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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
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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
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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