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Die Aktienhaussen der 80er- und 90er Jahre: Waren es spekulative Blasen?

Bohl, Martin T. - In: Kredit und Kapital 36 (2003) 4, pp. 465-482

Persistent link: https://www.econbiz.de/10001934104

Rational bubbles in the US stock market? : further evidence from a nonparametric cointegration test

Chang, Tsangyao; Chiu, Chi-chen; Nieh, Chien-chung - In: Applied economics letters 14 (2007) 7/9, pp. 517-521

Persistent link: https://www.econbiz.de/10003512167

Where are the sources of stock market mispricing and excess volatility?

Chen, Carl R.; Lung, Peter P.; Wang, F. Albert - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 631-650

Persistent link: https://www.econbiz.de/10010246406

Uncertainty of macroeconomic forecasters and the prediction of stock market bubbles

Herwartz, Helmut; Cholodilin, Konstantin Arkadʹevič - 2014

forecasts -- to the ex post and ex ante prediction of stock price bubbles. For a panel of six OECD economies covering 24 years … signalling of stock price booms and bubbles. …

Persistent link: https://www.econbiz.de/10010400661

Periodically collapsing bubbles in the US stock market?

Bohl, Martin T. - 2001

Persistent link: https://www.econbiz.de/10001605318

Periodically collapsing bubbles in the US stock market?

Bohl, Martin T. - In: International review of economics & finance : IREF 12 (2003) 3, pp. 385-397

Persistent link: https://www.econbiz.de/10001797308

On the Predictability of Stock Market Bubbles : Evidence from LPPLS ConfidenceTM Multi-Scale Indicators

Demirer, Riza - 2018

We examine the predictive power of market-based indicators over the positive and negative stock market bubbles via an … successfully capture, ex-ante, some of the prominent bubbles across different time scales, such as the Black Monday, Dot-com, and … bubbles across both short and long time horizons, in line with the previous studies suggesting that short sellers have …

Persistent link: https://www.econbiz.de/10012931948

Sup-ADF-style bubble-detection methods under test

Monschang, Verena; Wilfling, Bernd - In: Empirical economics : a quarterly journal of the … 61 (2021) 1, pp. 145-172

Persistent link: https://www.econbiz.de/10012585891

Stock market bubbles and monetary policy effectiveness

Fullana, Olga; Ruiz, Javier; Toscano, David - In: The European journal of finance 27 (2021) 10, pp. 963-975

Persistent link: https://www.econbiz.de/10012609244

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