Results 51 to 60 of about 1,941 (162)
The sky is the limit?! Evaluating the existence of a speculative bubble in European football. [PDF]
J Bus Econ, 2021 Richau L +3 more
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Rational speculative bubbles: A critical view
Economic Annals, 2007 According to the theory of rational bubbles, the bubble is present whenever asset prices progressively diverge from their fundamental value, which occurs because agents expect that asset prices will continue to grow exponentially (self-fulfilling prophecies) far in the future and consistently, which promises the realization of ever larger capital gains.
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Sequential Detector Statistics for Speculative Bubbles
Journal of Time Series AnalysisABSTRACTWe propose a heteroskedasticity‐robust locally best invariant (LBI) statistic to test the hypothesis of a unit root against the alternative of an explosive root associated with speculative bubbles. Compared to existing alternatives such as Dickey‐Fuller type tests, the LBI statistic has a standard limiting distribution and greater power ...
Jörg Breitung, Max Diegel
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ON THE UTILITY OF SORNETTE’S CRASH PREDICTION MODEL [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2015 Stock market crashes have been a constant subject of interest among capital market researchers. Crashes’ behavior has been largely studied, but the problem that remained unsolved until recently, was that of a prediction algorithm.
IOAN ROXANA
doaj
, 2018 According to complexity economics, a speculative bubble is a paradigmatic case of emergence which forms from individual behaviour. In order to provide a more detailed ontological investigation of this ‘lower level’, this paper aims to understand what a transaction is and how people actualize their financial choices.
Sanso, Gloria, Connections
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AD-minister, 2006 ¿Experimentó el mercado accionario colombiano una burbuja especulativa deprecios en los últimos años? Los resultados del presente estudio así lo señalan, enparticular para el período desde inicios de 2004 hasta el momento de conclusión deeste trabajo ...
Diego Alonso Agudelo Rueda
doaj
A Statistical Analysis of the Relationship Between Meme Stocks and Social Media
IEEE AccessMeme stocks, driven by viral social media trends, have added new complexities to financial markets. Prior studies have explored meme stock price dynamics and investor sentiment, but the interplay between social media activity and market movements, along ...
Seungju Lee +3 more
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Detecting bubbles in world aluminum prices: Evidence from GSADF test
Journal of Business Economics and ManagementThe aim of this research is to assess the existence of multiple bubbles in the global aluminum market by employing the Generalized Supremum Augmented Dickey-Fuller (GSADF) methodology.
Menglin Ni, Xiaoying Wang
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Detecting Financial Bubbles with Tail-Weighted Entropy
Computer Sciences & Mathematics ForumThis paper develops a novel entropy-based framework to quantify tail risk and detect speculative bubbles in financial markets. By integrating extreme value theory with information theory, I introduce the Tail-Weighted Entropy (TWE) measure, which ...
Omid M. Ardakani
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Speculative bubbles and financial crises
, 2014 The speculative bubble can be defined as the trade in high volumes at prices that are considerably at variance with intrinsic values of certain assets. The burst of speculative bubble can cause financial crisis in specific form created by situation of investment process dysfunction, when investors looking for investment refuges and refuse usual ...
Fetiniuc, V. +2 more
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