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Is There a Bubble in Saudi Real Estate? Evidence from the Stock Market

Hakim, Sam - 2012

For most of the past decades, the Gulf Cooperation Council (GCC) region has experienced rapid expansion, driven largely by increasing energy revenues, and growth-focused government policies. As the region's population increases in size, and becomes wealthier and more urbanized, significant...

Persistent link: https://www.econbiz.de/10013102716

In-Sample and Out-of-Sample Prediction of Stock Market Bubbles : Cross-Sectional Evidence

Herwartz, Helmut - 2012

have strongest in-sample and out-of-sample explanatory content for the emergence of price bubbles. In particular, the price … to book ratio is fruitful to improve the ex-ante signalling of stock price bubbles …

Persistent link: https://www.econbiz.de/10013112839

Lottery and bubble stocks and the cross-section of option-implied tail risks

Agarwalla, Sobhesh Kumar; Saurav, Sumit; Varma, Jayanth Rama - In: The journal of futures markets 42 (2022) 2, pp. 231-249

Persistent link: https://www.econbiz.de/10012817879

Herding During the Stock Market Bubble : An Intraday Analysis

Patterson, Douglas M. - 2015

This paper tests for the presence of herding on the New York Stock Exchange (NYSE). We measure the degree of herding from 1998-2001, the “bubble” period and its collapse. We estimate the incidence of herding by applying a test of serial independence in the observed interarrival times of...

Persistent link: https://www.econbiz.de/10013023145

Financial speculation and bubble : an empirical investigation of bubble in the Turkish stock market

Şahin, Eyyüp Ensari - In: Evoluation of money, banking and financial crisis : …, (pp. 137-147). 2020

Persistent link: https://www.econbiz.de/10012802538

An empirical analysis of stock markets bubble contagion : evidence from Nigeria

Iliyasu, Jamilu; Sanusi, Aliyu Rafindadi; Suleiman, Dahiru - In: Economic update : Nigerian journal of contemporary … 13 (2019) 1, pp. 23-44

Persistent link: https://www.econbiz.de/10012802747

Stock market bubbles and the forecastability of gold returns (and volatility)

Gabauer, David; Gupta, Rangan; Karmakar, Sayar; … - 2022

Persistent link: https://www.econbiz.de/10013253753

Financial Contagion During Stock Market Bubbles

Escobari, Diego; Sharma, Shahil - 2021

We investigate the role of bubbles on financial contagion using a set of developed economies. First, using the …-series dynamic conditional correlations and bubbles to estimate various dynamic panel specifications that consider the endogenous … nature of bubbles. We find statistically significant decreases in the dynamic correlations during periods of bubbles, which …

Persistent link: https://www.econbiz.de/10013247113

Co-movements between equity prices and house prices in Pakistan

Mustafa, Khalid - In: The Indian journal of economics 100 (2020) 398, pp. 499-516

Persistent link: https://www.econbiz.de/10012642865

Are there multiple bubbles in the stock markets? : further evidence from selected countries

Zeren, Feyyaz; Yilanci, Veli - In: Mokslo darbai / Vilniaus Universitetas 98 (2019) 1, pp. 81-95

In this study, the existence of multiple bubbles in 15 selected countries is researched by means of the GSADF unit root … existence of multiple bubbles was detected for all the countries examined. The results demonstrate that bubbles in stock markets …

Persistent link: https://www.econbiz.de/10012264650