Similar Search Results - EconBiz

Does the introduction of stock index futures destabilize the spot market? : Some cross-country evidence from Asia

Dong, Yan; Fan, Cijun; Zhang, Dayong - In: The Chinese economy 49 (2016) 5, pp. 374-394

Persistent link: https://www.econbiz.de/10011666780

Bubble contagion : evidence from Japan's asset price bubble of the 1980-90s

Hu, Yang; Oxley, Les - In: Journal of the Japanese and international economies : … 50 (2018), pp. 89-95

Persistent link: https://www.econbiz.de/10012111868

Testing for single bubble episode in the Nigerian stock market : an empirical investigation

Iliyasu, Jamilu; Saba, Ndayezhin D. - In: CBN journal of applied statistics 10 (2019) 1, pp. 29-49

This study evaluates a single bubble episode in the Nigerian Stock Exchange (NSE) by utilizing monthly data on nominal and real all-share index (ASI) from January 2010 to December 2017. Analysis of data based on Sup Augmented Dickey-Fuller (SADF) test for bubble detection suggests non-existence...

Persistent link: https://www.econbiz.de/10012178349

How does the macroeconomy respond to stock market fluctuations? : the role of sentiment

Pan, Wei-Fong - In: Macroeconomic dynamics 24 (2020) 2, pp. 421-446

Persistent link: https://www.econbiz.de/10012193903

Speculative bubbles in emerging stock markets and macroeconomic factors : a new empirical evidence for Asia and Latin America

Tran Thi Bich Ngoc - In: Research in international business and finance 42 (2017), pp. 454-467

Persistent link: https://www.econbiz.de/10011750427

Herding and excessive risk in the American stock market : a sectoral analysis

Litimi, Houda; BenSaïda, Ahmed; Bouraoui, Omar - In: Research in international business and finance 38 (2016), pp. 6-21

Persistent link: https://www.econbiz.de/10011640603

The impact of monetary policy shocks on stock market bubbles : international evidence

Caraiani, Petre; Călin, Adrian Cantemir - In: Finance research letters 34 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012436973

Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries

Van Eyden, Reneé; Gupta, Rangan; Nielsen, Joshua; … - 2022

Persistent link: https://www.econbiz.de/10013462272

Stock market volatility and multi-scale positive and negative bubbles

Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua; … - 2023

Persistent link: https://www.econbiz.de/10014281697

Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty

Van Eyden, Reneé; Gupta, Rangan; Sheng, Xin; Nielsen, … - 2023

Persistent link: https://www.econbiz.de/10014369400

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