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The dynamics of short sales constraints and market quality : an experimental approach

Cabrera, Juan; Gousgounis, Eleni - In: Journal of financial markets 53 (2021), pp. 1-39

Persistent link: https://www.econbiz.de/10013271970

Stock market dynamics : a psycho-economic approach to speculative bubbles

Kugler, Friedrich - 1993

Persistent link: https://www.econbiz.de/10013282988

The "COVID" crash of the 2020 US Stock market

Shu, Min; Song, Ruiqiang; Zhu, Wei - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10013186572

Detecting periodically collapsing bubbles in the S&P 500

Nguyen, Quynh Nhu; Waters, George - In: The quarterly review of economics and finance : journal … 83 (2022), pp. 83-91

Persistent link: https://www.econbiz.de/10013258514

Liquidity Shocks and Stock Bubbles

Nneji, Ogonna - 2014

market bubbles. Three key findings emerge from this research. First, negative market and funding liquidity shocks increase … the probability of stock market bubbles collapsing. Second, market liquidity has a more prevalent effect on stock bubbles …

Persistent link: https://www.econbiz.de/10013063524

Selecting a better valuation model to measure bubble level of stocks price : empirical study from internet-based finance stocks in A-share market

Zhao, Yi; Sun, Baiqing; Xiao, Binqing; Cheng, Fu - In: Economic research 31 (2018) 1,2, pp. 1619-1640

Persistent link: https://www.econbiz.de/10012391845

Boom-Busts in Asset Prices, Economic Instability, and Monetary Policy

Bordo, Michael D. - 2002

The link between monetary policy and asset price movements has been of perennial interest to policy makers. In this paper we consider the potential case for pre-emptive monetary restrictions when asset price reversals can have serious effects on real output. First, we provide some historical...

Persistent link: https://www.econbiz.de/10012469748

Sup-ADF-style bubble-detection methods under test

Monschang, Verena; Wilfling, Bernd - 2019

and date-stamping financial bubbles. In Monte Carlo simulations, we show that the SADF and GSADF tests may reveal …). Simulating stock-price trajectories that contain these parametric bubbles, we demonstrate that the SADF and GSADF tests can have …

Persistent link: https://www.econbiz.de/10012287533

Applying Approximate Entropy (ApEn) to speculative bubble in the stock market

Bhaduri, Saumitra N. - In: Journal of emerging market finance 13 (2014) 1, pp. 43-68

Persistent link: https://www.econbiz.de/10011570991

Dynamic analyses for transmission between asset bubble trends of accumulated co-integration errors

Kim, Yun-Yeong - In: Asia-Pacific journal of financial studies 45 (2016) 4, pp. 574-605

Persistent link: https://www.econbiz.de/10011630763

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