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Financial markets can go mad: evidence of irrational behaviour during the South Sea Bubble

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Cited by:

  1. Fotini Economou & Konstantinos Gavriilidis & Bartosz Gebka & Vasileios Kallinterakis, 2022. "Feedback trading: a review of theory and empirical evidence," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(4), pages 429-476, February.
  2. Chambers, David, 2019. "Commodity Option Pricing Efficiency before Black Scholes Merton," CEPR Discussion Papers 13975, C.E.P.R. Discussion Papers.
  3. Campbell, Gareth, 2010. "Cross-Section of a ‘Bubble’: Stock Prices and Dividends during the British Railway Mania," MPRA Paper 21821, University Library of Munich, Germany.
  4. William Quinn & John D. Turner, 2023. "Bubbles in history," Business History, Taylor & Francis Journals, vol. 65(4), pages 636-655, May.
  5. Campbell, Gareth, 2012. "Myopic rationality in a Mania," Explorations in Economic History, Elsevier, vol. 49(1), pages 75-91.
  6. Xin Li & Chi-Wei Su & Meng Qin & Fahai Zhao, 2020. "Testing for Bubbles in the Chinese Art Market," SAGE Open, , vol. 10(1), pages 21582440199, January.
  7. Danai Likitratcharoen & Nopadon Kronprasert & Karawan Wiwattanalamphong & Chakrin Pinmanee, 2021. "The Accuracy of Risk Measurement Models on Bitcoin Market during COVID-19 Pandemic," Risks, MDPI, vol. 9(12), pages 1-16, December.
  8. Giusti, G. & Noussair, C.N. & Voth, H-J., 2013. "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Discussion Paper 2013-042, Tilburg University, Center for Economic Research.
  9. Bell, Adrian R. & Brooks, Chris & Killick, Helen, 2022. "The first real estate bubble? Land prices and rents in medieval England c. 1300–1500," Research in International Business and Finance, Elsevier, vol. 62(C).
  10. Su, Chi-Wei & Li, Zheng-Zheng & Tao, Ran & Si, Deng-Kui, 2018. "Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test," Japan and the World Economy, Elsevier, vol. 46(C), pages 56-63.
  11. Mark Casson, 2011. "Entrepreneurial failure and economic crisis: an historical perspective," Working Papers 11015, Economic History Society.
  12. Bonga-Bonga, Lumengo, 2024. "Exploring the sensitivity of BRICS stock markets to oil Price shocks: a quantile-on-quantile perspective," MPRA Paper 120190, University Library of Munich, Germany.
  13. Pascal Frank & Markus Rudolf, 2024. "Is the Metaverse Dead? Insights from Financial Bubble Analysis," FinTech, MDPI, vol. 3(2), pages 1-22, May.
  14. Turner, John D., 2014. "Financial history and financial economics," QUCEH Working Paper Series 14-03, Queen's University Belfast, Queen's University Centre for Economic History.
  15. Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Dionisio, Andreia & Almeida, Dora & Sensoy, Ahmet, 2022. "Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment," Journal of Behavioral and Experimental Finance, Elsevier, vol. 36(C).
  16. Keith Anderson & Chris Brooks & Apostolos Katsaris, 2013. "Testing for speculative bubbles in asset prices," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 3, pages 73-94, Edward Elgar Publishing.
  17. Hongshen Yang & Avinash Malik, 2024. "Optimal market-neutral currency trading on the cryptocurrency platform," Papers 2405.15461, arXiv.org, revised Aug 2024.
  18. Gary S. Shea, 2007. "Arbitrage and Simple Financial Market Efficiency during the South Sea Bubble: A Comparative Study of the Royal African and South Sea Companies Subscription Share Issues," CDMA Working Paper Series 200716, Centre for Dynamic Macroeconomic Analysis.
  19. Richard A. Kleer, 2015. "Riding a wave: the Company's role in the South Sea Bubble," Economic History Review, Economic History Society, vol. 68(1), pages 264-285, February.
  20. Ernst Juerg Weber, 2009. "A Short History of Derivative Security Markets," Springer Books, in: Wolfgang Hafner & Heinz Zimmermann (ed.), Vinzenz Bronzin’s Option Pricing Models, chapter 15, pages 431-466, Springer.
  21. Toms, Steven, 2015. "Fraud and Financial Scandals: A Historical Analysis of Opportunity and Impediment," MPRA Paper 68255, University Library of Munich, Germany.
  22. Kyriazis, Nikolaos & Papadamou, Stephanos & Corbet, Shaen, 2020. "A systematic review of the bubble dynamics of cryptocurrency prices," Research in International Business and Finance, Elsevier, vol. 54(C).
  23. Kivedal, Bjørnar Karlsen, 2013. "Testing for rational bubbles in the US housing market," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 369-381.
  24. Frehen, Rik G.P. & Goetzmann, William N. & Geert Rouwenhorst, K., 2013. "New evidence on the first financial bubble," Journal of Financial Economics, Elsevier, vol. 108(3), pages 585-607.
  25. Liebi, Luca J., 2022. "Is there a value premium in cryptoasset markets?," Economic Modelling, Elsevier, vol. 109(C).
  26. Richard Kleer, 2014. "Riding a wave: the Company’s role in the South Sea Bubble," Working Papers 14017, Economic History Society.
  27. Hongshen Yang & Avinash Malik, 2024. "Optimal Market-Neutral Multivariate Pair Trading on the Cryptocurrency Platform," IJFS, MDPI, vol. 12(3), pages 1-24, August.
  28. Daniel Tut, 2022. "Bitcoin: Future or Fad?," Springer Books, in: Thomas Walker & Frederick Davis & Tyler Schwartz (ed.), Big Data in Finance, pages 133-157, Springer.
  29. Robert F. Bruner & Scott C. Miller, 2020. "The First Modern Financial Crises: The South Sea and Mississippi Bubbles in Historical Perspective," Journal of Applied Corporate Finance, Morgan Stanley, vol. 32(4), pages 17-33, December.
  30. Rik P. & William Goetzmann & K. Rouwenhorst, 2009. "New Evidence on the First Financial Bubble," Yale School of Management Working Papers amz2542, Yale School of Management, revised 01 Nov 2009.
  31. Sung, Ming-Chien & McDonald, David C.J. & Johnson, Johnnie E.V. & Tai, Chung-Ching & Cheah, Eng-Tuck, 2019. "Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements," European Journal of Operational Research, Elsevier, vol. 272(1), pages 389-405.
  32. David Chambers & Rasheed Saleuddin, 2020. "Commodity option pricing efficiency before Black, Scholes, and Merton," Economic History Review, Economic History Society, vol. 73(2), pages 540-564, May.
  33. Demmler, Michael & Fernández, Amilcar Orlian, 2024. "Explosive behavior in historic NASDAQ market prices," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
  34. Zheng-Zheng Li & Ran Tao & Chi-Wei Su & Oana-Ramona Lobonţ, 2019. "Does Bitcoin bubble burst?," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(1), pages 91-105, January.
  35. Acheson, Graeme G. & Aldous, Michael & Quinn, William, 2022. "The anatomy of a bubble company: The London Assurance in 1720," QUCEH Working Paper Series 22-08, Queen's University Belfast, Queen's University Centre for Economic History.
  36. Madarász, Aladár, 2011. "Buborékok és legendák. Válságok és válságmagyarázatok - II/2. rész. A Déltengeri Társaság [Bubbles and myths, crises and explanations II/2: the South Sea bubble]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1001-1028.
  37. Graeme Acheson & Michael Aldous & William Quinn, 2024. "The anatomy of a bubble company: The London Assurance in 1720," Economic History Review, Economic History Society, vol. 77(1), pages 160-184, February.
  38. Gary S. Shea, 2005. "Understanding financial derivatives during the South Sea Bubble: the case of the South Sea subscription shares," CDMA Working Paper Series 200512, Centre for Dynamic Macroeconomic Analysis.
  39. Sergio Luis Náñez Alonso & Javier Jorge-Vázquez & Miguel Ángel Echarte Fernández & David Sanz-Bas, 2024. "Bitcoin’s bubbly behaviors: does it resemble other financial bubbles of the past?," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-15, December.
  40. Campbell, Gareth & Turner, John, 2010. "‘The Greatest Bubble in History’: Stock Prices during the British Railway Mania," MPRA Paper 21820, University Library of Munich, Germany.
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