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Bubbles and Fads in Asset Prices
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Cited by:
- Keiichiro Kobayashi, 2006. "Transaction services and asset-price bubbles (Revised)," Discussion papers 06010, Research Institute of Economy, Trade and Industry (RIETI).
- Refet S. Gürkaynak, 2008.
"Econometric Tests Of Asset Price Bubbles: Taking Stock,"
Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 166-186, February.
- Refet Gurkaynak, 2005. "Econometric Tests of Asset Price Bubbles: Taking Stock," Finance 0504008, University Library of Munich, Germany.
- Refet S. Gürkaynak, 2005. "Econometric tests of asset price bubbles: taking stock," Finance and Economics Discussion Series 2005-04, Board of Governors of the Federal Reserve System (U.S.).
- Philip Arestis & Malcolm Sawyer, 1997.
"Reasserting the Role of Keynesian Policies for the New Millenium,"
Economics Working Paper Archive
wp_207, Levy Economics Institute.
- Philip Arestis & Malcolm Sawyer, 1998. "Reassuring the Role of Keynesian Policies for the New Millenium," Macroeconomics 9801004, University Library of Munich, Germany.
- Brock,W.A. & Hommes,C.H., 2001.
"Evolutionary dynamics in financial markets with many trader types,"
Working papers
7, Wisconsin Madison - Social Systems.
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2001. "Evolutionary Dynamics in Financial Markets With Many Trader Types," CeNDEF Working Papers 01-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- W.A. Brock, C.H. Hommes and F.O.O. Wagener, 2001. "Evolutionary dynamics in financial markets with many trader types," Computing in Economics and Finance 2001 119, Society for Computational Economics.
- Guerdjikova, Ani, 2006. "Portfolio Choice and Asset Prices in an Economy Populated by Case-Based Decision Makers," Working Papers 06-13, Cornell University, Center for Analytic Economics.
- Ajit Singh, 1998.
"Pension Reform, the Stock Market, Capital Formation and Economic Growth: A Critical Commentary on the World Bank’s Proposals,"
Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 2(8-7), pages 51-78.
- Ajit Singh, 1996. "Pension reform, the stock market, capital formation and economic growth: A critical commentary on the World Bank's proposals," International Social Security Review, John Wiley & Sons, vol. 49(3), pages 21-43, July.
- Singh, Ajit, 1996. "Pension reform, the stock market, capital formation and economic growth: a critical commentary on the World Bank's proposals," MPRA Paper 54924, University Library of Munich, Germany.
- Ajit Singh, 1996. "Pension Reform, The Stock Market, Capital Formation and Economic Growth: A Critical Commentary on the World Bank's Proposals," SCEPA working paper series. 1996-03, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- Sascha Füllbrunn & Tibor Neugebauer, 2012. "Margin Trading Bans in Experimental Asset Markets," Jena Economics Research Papers 2012-058, Friedrich-Schiller-University Jena.
- Laborde, David & Rey, Serge, 2001. "Transmission internationale de la volatilité des prix d’actifs financiers : les relations entre les marchés français et américains de 1997 à 2000 [Volatility and cross correlation across asset mark," MPRA Paper 30284, University Library of Munich, Germany.
- Feldman, Todd, 2010. "Portfolio manager behavior and global financial crises," Journal of Economic Behavior & Organization, Elsevier, vol. 75(2), pages 192-202, August.
- T. D. Stanley, 1998. "New Wine in Old Bottles: A Meta‐Analysis of Ricardian Equivalence," Southern Economic Journal, John Wiley & Sons, vol. 64(3), pages 713-727, January.
- Saji Thazhungal Govindan Nair, 2021. "On extreme value theory in the presence of technical trend: pre and post Covid-19 analysis of cryptocurrency markets," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 14(4), pages 533-561, December.
- Knoll Bodo, 2011. "Vom Wert der Blase – Die Funktion der Spekulation in der Marktwirtschaft / On the Value of Bubbles – The Function of Speculation for a Market Order," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 62(1), pages 115-144, January.
- Markus Noth & Martin Weber, 2003.
"Information Aggregation with Random Ordering: Cascades and Overconfidence,"
Economic Journal, Royal Economic Society, vol. 113(484), pages 166-189, January.
- Markus Noeth & Martin Weber, 2000. "Information Aggregation with Random Ordering: Cascades and Overconfidence," Econometric Society World Congress 2000 Contributed Papers 1592, Econometric Society.
- Nöth, Markus & Weber, Martin, 2000. "Information Aggregation with Random Ordering: Cascades and Overconfidence," Sonderforschungsbereich 504 Publications 00-34, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Nöth, Markus & Weber, Martin, 2000. "Information aggregation with random ordering : cascades and overconficence," Papers 00-34, Sonderforschungsbreich 504.
- Jonathan E. Alevy & Michael K. Price, 2017.
"Advice in the marketplace: a laboratory study,"
Experimental Economics, Springer;Economic Science Association, vol. 20(1), pages 156-180, March.
- Jonathan E. Alevy & Michael K. Price, 2014. "Advice in the Marketplace: A Laboratory Study," Experimental Economics Center Working Paper Series 2014-03, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
- Singh, Ajit, 1991.
"The stock market and economic development: Should developing countries encourage stock markets?,"
MPRA Paper
53881, University Library of Munich, Germany, revised 16 Dec 1991.
- Singh, Ajit, 1991. "The stock market and economic development: should developing countries encourage stock markets?," MPRA Paper 54927, University Library of Munich, Germany.
- Lux, Thomas & Sornette, Didier, 2002.
"On Rational Bubbles and Fat Tails,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(3), pages 589-610, August.
- Thomas Lux & D. Sornette, 1999. "On Rational Bubbles and Fat Tails," Papers cond-mat/9910141, arXiv.org.
- Feri, Francesco & Meléndez-Jiménez, Miguel A. & Ponti, Giovanni & Vega-Redondo, Fernando, 2011.
"Error cascades in observational learning: An experiment on the Chinos game,"
Games and Economic Behavior, Elsevier, vol. 73(1), pages 136-146, September.
- Francesco Feri & Miguel Ángel Meléndez-Jiménez & Giovanni Ponti & Fernando Vega Redondo, 2008. "Error Cascades in Observational Learning: An Experiment on the Chinos Game," Working Papers 2008-21, Faculty of Economics and Statistics, Universität Innsbruck.
- Francesco Feri & Miguel A. Melendez-Jimenez & Giovanni Ponti & Fernando Vega Redondo, 2008. "Error Cascades in Observational Learning: An Experiment on the Chinos Game," Economics Working Papers ECO2008/14, European University Institute.
- Pénasse, Julien & Renneboog, Luc & Spaenjers, Christophe, 2014.
"Sentiment and art prices,"
Economics Letters, Elsevier, vol. 122(3), pages 432-434.
- Penasse, J.N.G. & Renneboog, L.D.R. & Spaenjers, C., 2014. "Sentiment and art prices," Other publications TiSEM 586e6ca3-e77e-43c8-8e95-c, Tilburg University, School of Economics and Management.
- Julien Pénasse & Luc Renneboog & Christophe Spaenjers, 2014. "Sentiment and art prices," Post-Print hal-00982427, HAL.
- Corgnet, Brice & Hernán-González, Roberto & Kujal, Praveen, 2020.
"On booms that never bust: Ambiguity in experimental asset markets with bubbles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Brice Corgnet & Roberto Hernán-González & Praveen Kujal, 2018. "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers 1825, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Brice Corgnet & Roberto Hernán-Gonzalez & Praveen Kujal, 2018. "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers halshs-01898435, HAL.
- Brice Corgnet & Roberto Hernán-González & Praveen Kujal, 2018. "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers 18-15, Chapman University, Economic Science Institute.
- Brice Corgnet & Roberto Hernán-Gonzalez & Praveen Kujal, 2020. "On booms that never bust: Ambiguity in experimental asset markets with bubbles," Post-Print halshs-03031385, HAL.
- Tsvetanov, Daniel & Coakley, Jerry & Kellard, Neil, 2016. "Bubbling over! The behaviour of oil futures along the yield curve," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 516-533.
- Ajit Singh & Ann Zammit, 2006.
"Corporate Governance, Crony Capitalism and Economic Crises: should the US business model replace the Asian way of “doing business”?,"
Corporate Governance: An International Review, Wiley Blackwell, vol. 14(4), pages 220-233, July.
- Ajit Singh & Ann Zammit, 2006. "Corporate Governance, Crony capitalism and Economic Crisis: Should the US Business Model replace the Asian Way of 'Doing Business'?," Working Papers wp329, Centre for Business Research, University of Cambridge.
- Tibor Neugebauer & Sascha Füllbrunn, 2013. "Deflating Bubbles in Experimental Asset Markets: Comparative Statics of Margin Regulations," LSF Research Working Paper Series 13-14, Luxembourg School of Finance, University of Luxembourg.
- Peterson, Steven P., 1996. "Some experimental evidence on the efficiency of dividend signaling in resolving information asymmetries," Journal of Economic Behavior & Organization, Elsevier, vol. 29(3), pages 373-388, May.
- Brock, William A. & Hommes, Cars H. & Wagener, Florian O. O., 2005.
"Evolutionary dynamics in markets with many trader types,"
Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 7-42, February.
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2002. "Evolutionary dynamics in markets with many trader types," CeNDEF Working Papers 02-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Ahmad, Mahyudin, 2012. "Duration dependence test for rational speculative bubble: the strength and weakness," MPRA Paper 42156, University Library of Munich, Germany.
- Hintermann, Beat, 2010.
"Allowance price drivers in the first phase of the EU ETS,"
Journal of Environmental Economics and Management, Elsevier, vol. 59(1), pages 43-56, January.
- Beat Hintermann, 2009. "Allowance Price Drivers in the First Phase of the EU ETS," CEPE Working paper series 09-63, CEPE Center for Energy Policy and Economics, ETH Zurich.
- D. Sornette & Y. Malevergne & J. F. Muzy, 2002. "Volatility fingerprints of large shocks: Endogeneous versus exogeneous," Papers cond-mat/0204626, arXiv.org.
- Colin A. Carter & Gordon C. Rausser & Aaron Smith, 2011. "Commodity Booms and Busts," Annual Review of Resource Economics, Annual Reviews, vol. 3(1), pages 87-118, October.
- Takehiko Isobe & Akitoshi Ito & Joseph Kairys, 1998. "Underpricing, Subsequent Equity Offerings, and the Long-Run Performance of Japanese IPOs," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 5(3), pages 237-259, November.
- Ajit Singh, 1999.
"Should Africa promote stock market capitalism?,"
Journal of International Development, John Wiley & Sons, Ltd., vol. 11(3), pages 343-365.
- Singh, Ajit, 1998. "Should Africa Promote Stock Market Capitalism?," MPRA Paper 51846, University Library of Munich, Germany.
- Singh, Ajit, 1999. "Should Africa promote stock market capitalism?," MPRA Paper 54291, University Library of Munich, Germany.
- Zhou, Wei-Xing & Sornette, Didier, 2009.
"A case study of speculative financial bubbles in the South African stock market 2003–2006,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(6), pages 869-880.
- Wei-Xing Zhou & Didier Sornette, 2007. "A case study of speculative financial bubbles in the South African stock market 2003-2006," Papers physics/0701171, arXiv.org, revised Oct 2008.
- Alessandro Fiori Maccioni, 2011. "Endogenous Bubbles in Derivatives Markets: The Risk Neutral Valuation Paradox," Papers 1106.5274, arXiv.org, revised Sep 2011.
- Singh, Ajit, 1994.
"Openness and the market friendly approach to development: Learning the right lessons from development experience,"
World Development, Elsevier, vol. 22(12), pages 1811-1823, December.
- Singh, Ajit, 1995. "'Openness' and the 'Market Friendly' approach to development: learning the right lessons from development experience," MPRA Paper 54988, University Library of Munich, Germany.
- Paritosh Chandra Sinha, 2023. "Attention to the Fads and Fashions in the Indian Stock Markets During COVID-19," Vision, , vol. 27(2), pages 202-224, April.
- Leiss, Matthias & Nax, Heinrich H. & Sornette, Didier, 2015. "Super-exponential growth expectations and the global financial crisis," Journal of Economic Dynamics and Control, Elsevier, vol. 55(C), pages 1-13.
- Robert A. Jarrow, 2015. "Asset Price Bubbles," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 201-218, December.
- Wang, Chengjin & Gao, Yudong & Li, Honggang, 2021. "Information interaction, behavioral synchronization and asset market volatility," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Yetkiner, Hakan, 2014. "Are there really bubbles in oil prices?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 631-638.
- Dettoni, Robinson & Gil-Alana, Luis A. & Yaya, OlaOluwa S., 2024. "Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Dmitry Kulikov, 2012. "Testing for Rational Speculative Bubbles on the Estonian Stock Market," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 4(1).
- Pat Wilson & John Okunev & Guy Ta, 1994. "Are Real Estate and Securities Markets Integrated? Some Australian Evidence," Working Paper Series 42, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- George Buckley & Richard W P Holt, 1999. "Forecasting Cross-Section Stock Returns using Theoretical Prices Estimated from an Econometric Model," Edinburgh School of Economics Discussion Paper Series 47, Edinburgh School of Economics, University of Edinburgh.
- Thomas Holtfort, 2019. "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, vol. 69(2), pages 207-232, June.
- John Conlisk, 1996. "Why Bounded Rationality?," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 669-700, June.
- Paulo M.M. Rodrigues & Rita Fradique Lourenço, 2015. "House prices: bubbles, exuberance or something else? Evidence from euro area countries," Working Papers w201517, Banco de Portugal, Economics and Research Department.
- Stanley, T. D., 1997. "Bubbles, inertia, and experience in experimental asset markets," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 26(6), pages 611-625.
- Ajit Singh & Jack Glen & Ann Zammit & Rafael De-Hoyos & Alaka Singh & Bruce Weisse, 2005.
"Shareholder Value Maximisation, Stock Market and New Technology: Should the US Corporate Model be the Universal Standard?,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 19(4), pages 419-437.
- Ajit Singh & Jack Glen & Ann Zammitt & Rafael De Hoyos & Alaka Singh & Bruce Weisse, 2005. "Shareholder value maximisation, stock market and new technology: should the US corporate model be the universal standard," Working Papers wp315, Centre for Business Research, University of Cambridge.
- Gourieroux, C. & Jasiak, J. & Monfort, A., 2020.
"Stationary bubble equilibria in rational expectation models,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 714-735.
- Christian Gouriéroux & Joann Jasiak & Alain Monfort, 2016. "Stationary Bubble Equilibria in Rational Expectation Models," Working Papers 2016-31, Center for Research in Economics and Statistics.
- Christian Gouriéroux & Joann Jasiak & Alain Monfort, 2020. "Stationary Bubble Equilibria in Rational Expectation Models," Post-Print hal-03330912, HAL.
- Liu, Tie-Ying & Lin, Ye, 2024. "Who has mastered exchange rate ups and downs: China or the United States?," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Édouard Challe, 2004. "Équilibres multiples et volatilité boursière," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 105-123.
- Wanying Huang, 2022. "The Emergence of Fads in a Changing World," Papers 2208.14570, arXiv.org, revised Nov 2024.
- Jerome L Kreuser & Didier Sornette, 2017. "Super-Exponential RE Bubble Model with Efficient Crashes," Swiss Finance Institute Research Paper Series 17-33, Swiss Finance Institute.
- Franklin Allen & Douglas Gale, 1998. "Bubbles and Crises The Economic Journal," Center for Financial Institutions Working Papers 98-01, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Chollete, Loran, 2011. "A Model of Endogenous Extreme Events," UiS Working Papers in Economics and Finance 2012/2, University of Stavanger.
- Mok, Henry M. K. & Hui, Y. V., 1998. "Underpricing and aftermarket performance of IPOs in Shanghai, China," Pacific-Basin Finance Journal, Elsevier, vol. 6(5), pages 453-474, November.
- Kobayashi, Keiichiro, 2008.
"Transaction Services And Asset-Price Bubbles,"
Macroeconomic Dynamics, Cambridge University Press, vol. 12(3), pages 378-403, June.
- Keiichiro Kobayashi, 2004. "Transaction services and asset-price bubbles," Discussion papers 04026, Research Institute of Economy, Trade and Industry (RIETI).
- Anderson, Keith & Brooks, Chris & Katsaris, Apostolos, 2010.
"Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector?,"
Journal of Empirical Finance, Elsevier, vol. 17(3), pages 345-361, June.
- Chris Brooks & Apostolos Katsaris, 2006. "Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector?," ICMA Centre Discussion Papers in Finance icma-dp2006-07, Henley Business School, University of Reading.
- Larry Bensimhon & Yuri Biondi, 2013. "Financial Bubbles, Common Knowledge and Alternative Accounting Regimes: An Experimental Analysis of Artificial Spot Security Markets," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, vol. 3, pages 21-59, December.
- Efsun Kürüm & Gerhard-Wilhelm Weber & Cem Iyigun, 2018. "Early warning on stock market bubbles via methods of optimization, clustering and inverse problems," Annals of Operations Research, Springer, vol. 260(1), pages 293-320, January.
- John Knight & Stephen Satchell & Nandini Srivastava, 2012. "Steady-State Distributions for Models of Bubbles: their Existence and Econometric Implications," Birkbeck Working Papers in Economics and Finance 1208, Birkbeck, Department of Economics, Mathematics & Statistics.
- Singh, Ajit, 1996. "The stockmarket, the financing of corporate growth and Indian industrial development," MPRA Paper 54930, University Library of Munich, Germany.
- Chan, Kalok & McQueen, Grant & Thorley, Steven, 1998. "Are there rational speculative bubbles in Asian stock markets?," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 125-151, May.
- Lucy Ackert & William Hunter, 2001.
"An Empirical Examination of the Price-Dividend Relation with Dividend Management,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 19(2), pages 115-129, April.
- Lucy F. Ackert & William C. Hunter, 2000. "An empirical examination of the price-dividend relation with dividend management," Working Paper Series WP-00-22, Federal Reserve Bank of Chicago.
- A. Fiori Maccioni, 2011. "The risk neutral valuation paradox," Working Paper CRENoS 201112, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Alessandra Pelloni, 1993. "Long-run consequences of finite exchange rate bubbles," Open Economies Review, Springer, vol. 4(1), pages 5-26, March.
- Sornette, Didier & Zhou, Wei-Xing, 2004.
"Evidence of fueling of the 2000 new economy bubble by foreign capital inflow: implications for the future of the US economy and its stock market,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 332(C), pages 412-440.
- D. Sornette & W. -X. Zhou, 2003. "Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market," Papers cond-mat/0306496, arXiv.org.
- Alberto Madrid & Luis A. Hierro, 2015. "Burbujas especulativas: el estado de una cuestión poco estudiada," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 38(108), pages 123-138, Septiembr.
- John Thanassoulis, 2013. "Short-Term Shareholders, Bubbles, And CEO Myopia," Economics Series Working Papers 663, University of Oxford, Department of Economics.
- Lleo, Sebastien & Ziemba, William, 2017. "A tale of two indexes: predicting equity market downturns in China," LSE Research Online Documents on Economics 118952, London School of Economics and Political Science, LSE Library.
- D. Sornette & A. Johansen, 2001. "Significance of log-periodic precursors to financial crashes," Papers cond-mat/0106520, arXiv.org.
- Franklin Allen & Gary B. Gorton, "undated".
"Rational Finite Bubbles,"
Rodney L. White Center for Financial Research Working Papers
41-88, Wharton School Rodney L. White Center for Financial Research.
- Franklin Allen & Gary Gorton, 1991. "Rational Finite Bubbles," NBER Working Papers 3707, National Bureau of Economic Research, Inc.
- Claudia Keser & Andreas Markstädter, 2014. "Informational Asymmetries in Laboratory Asset Markets with State-Dependent Fundamentals," CIRANO Working Papers 2014s-30, CIRANO.
- Beckers, Benjamin, 2015.
"The real-time predictive content of asset price bubbles for macro forecasts,"
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy
112852, Verein für Socialpolitik / German Economic Association.
- Benjamin Beckers, 2015. "The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts," Discussion Papers of DIW Berlin 1496, DIW Berlin, German Institute for Economic Research.
- Harras, Georges & Sornette, Didier, 2011.
"How to grow a bubble: A model of myopic adapting agents,"
Journal of Economic Behavior & Organization, Elsevier, vol. 80(1), pages 137-152.
- Georges Harras & Didier Sornette, 2008. "How to grow a bubble: A model of myopic adapting agents," Papers 0806.2989, arXiv.org, revised Nov 2010.
- Keser, Claudia & Markstädter, Andreas, 2014. "Informational asymmetries in laboratory asset markets with state-dependent fundamentals," University of Göttingen Working Papers in Economics 207 [rev.], University of Goettingen, Department of Economics.
- Cruz-Aké, Salvador & Venegas-Martínez, Francisco & Cabrera-Ramos, Agustín, 2013. "Irracionalidad En Los Mercados Inmobiliarios De Los Eu," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, in: Benemerita Universidad Autónoma de Puebla (ed.), Política Económica: Análisis Monetario, Regional e Institucional, volume 1, chapter 2, pages 49-82, Escuela Superior de Economía, Instituto Politécnico Nacional.
- Kox, Henk L.M. & Leeuwen, George van, 2012.
"Dynamic market selection in EU business services,"
MPRA Paper
41016, University Library of Munich, Germany.
- Henk Kox & George van Leeuwen, 2012. "Dynamic market selection in EU business services," CPB Discussion Paper 210.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Robert Jarrow & Philip Protter, 2011. "Foreign currency bubbles," Review of Derivatives Research, Springer, vol. 14(1), pages 67-83, April.
- Sandrine Jacob Leal, 2015. "Fundamentalists, chartists and asset pricing anomalies," Quantitative Finance, Taylor & Francis Journals, vol. 15(11), pages 1837-1850, November.
- Moinas, Sophie & Pouget, Sébastien, 2009. "Rational and Irrational Bubbles: an Experiment," TSE Working Papers 09-045, Toulouse School of Economics (TSE).
- Moinas, Sophie & Pouget, Sébastien, 2009. "The Bubble Game : An experimental Study of Speculation (An earlier version of this paper was circulated under the title "The Rational and Irrational Bubbles : an Experiment")," IDEI Working Papers 560, Institut d'Économie Industrielle (IDEI), Toulouse, revised Jan 2012.
- G. Lim, 2005. "Bounded dividends, earnings and fundamental stock values," Empirical Economics, Springer, vol. 30(2), pages 411-426, September.
- Ajit Singh, 1996.
"Emerging Markets, Industrialisation and Economic Development,"
Palgrave Macmillan Books, in: Sunanda Sen (ed.), Financial Fragility, Debt and Economic Reforms, chapter 8, pages 153-173,
Palgrave Macmillan.
- Singh, Ajit, 1995. "Emerging markets, industrialisation and economic development," MPRA Paper 54985, University Library of Munich, Germany.
- Brett Olsen & Jeffrey Stokes, 2015. "Is Farm Real Estate The Next Bubble?," The Journal of Real Estate Finance and Economics, Springer, vol. 50(3), pages 355-376, April.
- Lleo, Sebastien & Ziemba, William, 2017.
"A tale of two indexes: predicting equity market downturns in China,"
LSE Research Online Documents on Economics
85131, London School of Economics and Political Science, LSE Library.
- Lleo, Sebastien & Ziemba, William, 2018. "A tale of two indexes: predicting equity market downturns in China," LSE Research Online Documents on Economics 118923, London School of Economics and Political Science, LSE Library.
- Sandrine Jacob Leal, 2015. "Fundamentalists, Chartists and Asset pricing anomalies," Post-Print hal-01508002, HAL.
- Ms. Anna Scherbina, 2013. "Asset Price Bubbles: A Selective Survey," IMF Working Papers 2013/045, International Monetary Fund.
- James Payne & George Waters, 2007. "Have Equity REITs Experienced Periodically Collapsing Bubbles?," The Journal of Real Estate Finance and Economics, Springer, vol. 34(2), pages 207-224, February.
- Sornette, D., 2002. "“Slimming” of power-law tails by increasing market returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 309(3), pages 403-418.
- Michiel Bijlsma & Jeroen Klomp & Sijmen Duineveld, 2010. "Systemic risk in the financial sector; a review and synthesis," CPB Document 210.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Markstädter, Andreas & Keser, Claudia, 2014. "Informational Asymmetries in Laboratory Asset Markets with State Dependent Fundamentals," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100359, Verein für Socialpolitik / German Economic Association.
- Alexandra Lai, 2002. "Modelling Financial Instability: A Survey of the Literature," Staff Working Papers 02-12, Bank of Canada.
- Y. Malevergne & D. Sornette, 2001. "Multi-dimensional Rational Bubbles and fat tails: application of stochastic regression equations to financial speculation," Papers cond-mat/0101371, arXiv.org.
- Vinod Cheriyan & Anton J. Kleywegt, 2016. "A dynamical systems model of price bubbles and cycles," Quantitative Finance, Taylor & Francis Journals, vol. 16(2), pages 309-336, February.
- Maher Kooli & Jean-Marc Suret, 2001. "The Aftermarket Performance of Initial Public Offerings in Canada," CIRANO Working Papers 2001s-52, CIRANO.
- Shiryaev, Albert N. & Zhitlukhin, Mikhail N. & Ziemba, William T., 2014. "Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013," LSE Research Online Documents on Economics 59288, London School of Economics and Political Science, LSE Library.
- Dettoni, Robinson & Gil-Alana, Luis Alberiko, 2023. "Testing the hypothesis of duration dependence in the U.S. housing market," Finance Research Letters, Elsevier, vol. 58(PD).
- Philip Stahl & Jérôme Blauth, 2024. "Martingale defects in the volatility surface and bubble conditions in the underlying," Review of Derivatives Research, Springer, vol. 27(1), pages 85-111, April.
- Márcio P. Laurini & Pedro Chaim, 2021. "Brazilian stock market bubble in the 2010s," SN Business & Economics, Springer, vol. 1(1), pages 1-19, January.
- Marie BLUM, 2021. "Which price, if we all like it? Effects of liking and emotional consensus on art prices in auctions," Working Papers of LaRGE Research Center 2021-11, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Knight, John & Satchell, Stephen & Srivastava, Nandini, 2014. "Steady state distributions for models of locally explosive regimes: Existence and econometric implications," Economic Modelling, Elsevier, vol. 41(C), pages 281-288.
- Allen, Franklin & Gale, Douglas, 2000. "Bubbles and Crises," Economic Journal, Royal Economic Society, vol. 110(460), pages 236-255, January.
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