IDEAS home Printed from https://ideas.repec.org/r/bla/jfinan/v58y2003i3p1113-1137.html
   My bibliography  Save this item

DotCom Mania: The Rise and Fall of Internet Stock Prices

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Neil Terry & Anne Macy & Amjad Abdullat, 2010. "Stock Market Volatility: A Comparison Of Computer And Cellular Hardware Companies," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 4(3), pages 11-24.
  2. Adrian, Tobias, 2009. "Inference, arbitrage, and asset price volatility," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 49-64, January.
  3. Penasse, J.N.G. & Renneboog, L.D.R., 2014. "Bubbles and Trading Frenzies : Evidence from the Art Market," Other publications TiSEM bf0d8984-df7f-4f02-afc7-3, Tilburg University, School of Economics and Management.
  4. Otavio Ribeiro de Medeiros and Vitor Leone, 2012. "Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble," NBS Discussion Papers in Economics 2012/02, Economics, Nottingham Business School, Nottingham Trent University.
  5. Goergen, M. & Renneboog, L.D.R., 2005. "Shareholder Lock-In Contracts : Share Price and Trading Volume Effects at the Lock-In Expiry," Other publications TiSEM 0d0fd1f7-ca87-468a-a595-6, Tilburg University, School of Economics and Management.
  6. Christopher S Armstrong & Antonio Davila & George Foster & John RM Hand, 2011. "Market-to-revenue multiples in public and private capital markets," Australian Journal of Management, Australian School of Business, vol. 36(1), pages 15-57, April.
  7. Narayan, Paresh Kumar & Mishra, Sagarika & Sharma, Susan & Liu, Ruipeng, 2013. "Determinants of stock price bubbles," Economic Modelling, Elsevier, vol. 35(C), pages 661-667.
  8. Russell Weinstein, 2022. "Local Labor Markets and Human Capital Investments," Journal of Human Resources, University of Wisconsin Press, vol. 57(5), pages 1498-1525.
  9. Jianping Mei & Jose A. Scheinkman & Wei Xiong, 2009. "Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia," Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 225-255, November.
  10. Ding, Cherng G. & Wang, Hung-Jui & Lee, Meng-Che & Hung, Wen-Chi & Jane, Ten-Der, 2021. "Assessing the reversal of investor sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  11. Eijffinger, Sylvester & Blommestein, Hans J. & Qian, Zongxin, 2011. "A Dynamic General Equilibrium Analysis of Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk," CEPR Discussion Papers 8652, C.E.P.R. Discussion Papers.
  12. 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.
  13. Ernan Haruvy & Charles N. Noussair & Owen Powell, 2014. "The Impact of Asset Repurchases and Issues in an Experimental Market," Review of Finance, European Finance Association, vol. 18(2), pages 681-713.
  14. Zhang, Wei & Li, Xiao & Shen, Dehua & Teglio, Andrea, 2016. "Daily happiness and stock returns: Some international evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 460(C), pages 201-209.
  15. Julien Pénasse & Luc Renneboog & José A Scheinkman & Stijn Van Nieuwerburgh, 2021. "When a Master Dies: Speculation and Asset Float [Optimal financial crises]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3840-3879.
  16. Barberis, Nicholas & Greenwood, Robin & Jin, Lawrence & Shleifer, Andrei, 2018. "Extrapolation and bubbles," Journal of Financial Economics, Elsevier, vol. 129(2), pages 203-227.
  17. Blommestein, H.J. & Eijffinger, S.C.W. & Qian, Z., 2011. "Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk," Other publications TiSEM 000354fa-9dcf-477e-9e6e-6, Tilburg University, School of Economics and Management.
  18. Julien Pénasse & Luc Renneboog, 2022. "Speculative Trading and Bubbles: Evidence from the Art Market," Management Science, INFORMS, vol. 68(7), pages 4939-4963, July.
  19. Dierkes, Maik & Krupski, Jan & Schroen, Sebastian, 2022. "Option-implied lottery demand and IPO returns," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
  20. Sanning, Lee W. & Skiba, Alexandre & Skiba, Hilla, 2013. "Short sale restrictions, differences of opinion, and single-country, closed-end fund discount," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 44-50.
  21. Greenwood, Robin & Shleifer, Andrei & You, Yang, 2019. "Bubbles for Fama," Journal of Financial Economics, Elsevier, vol. 131(1), pages 20-43.
  22. Kaizoji, Taisei & Leiss, Matthias & Saichev, Alexander & Sornette, Didier, 2015. "Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders," Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 289-310.
  23. Bergman, Nittai K. & Jenter, Dirk, 2007. "Employee sentiment and stock option compensation," Journal of Financial Economics, Elsevier, vol. 84(3), pages 667-712, June.
  24. Murillo Campello & John Graham, 2007. "Do Stock Prices Influence Corporate Decisions? Evidence from the Technology Bubble," NBER Working Papers 13640, National Bureau of Economic Research, Inc.
  25. Marton Lotz & Daniel Ruf & Johannes Strobel, 2023. "Uncertainty premia in REIT returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 372-407, March.
  26. Alexandre Madelaine, 2024. "Negative Externalities of Regulation: Identity‐relevant Information in Mandatory Short‐selling Disclosures," Abacus, Accounting Foundation, University of Sydney, vol. 60(4), pages 892-934, December.
  27. Robert A. Jarrow, 2015. "Asset Price Bubbles," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 201-218, December.
  28. Kaizoji, Taisei (kaizoji@icu.ac.jp), 2010. "A Behavioral Model of Bubbles and Crashes," MPRA Paper 20352, University Library of Munich, Germany.
  29. repec:hal:spmain:info:hdl:2441/3tjqcugffh9i1qqufo79qh86il is not listed on IDEAS
  30. Cremers, Martijn & Yan, Hongjun, 2016. "Uncertainty and Valuations," Critical Finance Review, now publishers, vol. 5(1), pages 85-128, May.
  31. Werner, Jan, 2022. "Speculative trade under ambiguity," Journal of Economic Theory, Elsevier, vol. 199(C).
  32. Boswijk, H. Peter & Hommes, Cars H. & Manzan, Sebastiano, 2007. "Behavioral heterogeneity in stock prices," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1938-1970, June.
  33. Adam V. Reed & Pedro A. C. Saffi & Edward D. Van Wesep, 2021. "Short-Sales Constraints and the Diversification Puzzle," Management Science, INFORMS, vol. 67(2), pages 1159-1182, February.
  34. Gao, Yan, 2010. "What comprises IPO initial returns: Evidence from the Chinese market," Pacific-Basin Finance Journal, Elsevier, vol. 18(1), pages 77-89, January.
  35. Zhao, Zhongkuang & Li, Shuqi & Xiong, Heping, 2014. "Short sale constraints, disperse pessimistic beliefs and market efficiency — Evidence from the Chinese stock market," Economic Modelling, Elsevier, vol. 42(C), pages 333-342.
  36. Xuan Zou, 2018. "Can the Greater Fool Theory Explain Bubbles? Evidence from China," Departmental Working Papers 201804, Rutgers University, Department of Economics.
  37. Warren Bailey & Lin Zheng, 2013. "Banks, Bears, and the Financial Crisis," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(1), pages 1-51, August.
  38. Zhang, Mu & Zheng, Jie, 2017. "A robust reference-dependent model for speculative bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 137(C), pages 232-258.
  39. Gonzalez, Laura & James, Christopher, 2007. "Banks and bubbles: How good are bankers at spotting winners?," Journal of Financial Economics, Elsevier, vol. 86(1), pages 40-70, October.
  40. DeFusco, Anthony A. & Nathanson, Charles G. & Zwick, Eric, 2022. "Speculative dynamics of prices and volume," Journal of Financial Economics, Elsevier, vol. 146(1), pages 205-229.
  41. Roland Füss & Daniel Ruf, 2018. "Office Market Interconnectedness and Systemic Risk Exposure," Working Papers on Finance 1830, University of St. Gallen, School of Finance.
  42. Gilchrist, Simon & Himmelberg, Charles P. & Huberman, Gur, 2005. "Do stock price bubbles influence corporate investment?," Journal of Monetary Economics, Elsevier, vol. 52(4), pages 805-827, May.
  43. William Quinn & John D. Turner, 2023. "Bubbles in history," Business History, Taylor & Francis Journals, vol. 65(4), pages 636-655, May.
  44. Campbell, Gareth, 2012. "Myopic rationality in a Mania," Explorations in Economic History, Elsevier, vol. 49(1), pages 75-91.
  45. Tobias Kollmann & Lucas Kleine-Stegemann & Katharina Cruppe & Christina Then-Bergh, 2022. "Eras of Digital Entrepreneurship," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 64(1), pages 15-31, February.
  46. Soenke Sievers & Jan Klobucnik, 2011. "Valuing high technology growth firms," Cologne Graduate School Working Paper Series 02-07, Cologne Graduate School in Management, Economics and Social Sciences.
  47. Matthijs Lof, 2015. "Rational Speculators, Contrarians, and Excess Volatility," Management Science, INFORMS, vol. 61(8), pages 1889-1901, August.
  48. Pierre Cahuc & Edouard Challe, 2012. "Produce Or Speculate? Asset Bubbles, Occupational Choice, And Efficiency," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1105-1131, November.
  49. Christophe Blot & Paul Hubert & Fabien Labondance, 2017. "Does monetary policy generate asset price bubbles ?," SciencePo Working papers Main hal-03471824, HAL.
  50. Pukthuanthong, Kuntara, 2006. "Underwriter learning about unfamiliar firms: Evidence from the history of biotech IPOS," Journal of Financial Markets, Elsevier, vol. 9(4), pages 366-407, November.
  51. Adam, Klaus & Beutel, Johannes & Marcet, Albert & Merkel, Sebastian, 2015. "Can a financial transaction tax prevent stock price booms?," Journal of Monetary Economics, Elsevier, vol. 76(S), pages 90-109.
  52. Jiang, Danling & Peterson, David R. & Doran, James S., 2014. "Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 36-59.
  53. ÅžimÅŸek, Alp, 2021. "The Macroeconomics of Financial Speculation," CEPR Discussion Papers 15733, C.E.P.R. Discussion Papers.
  54. Amil Dasgupta & Andrea Prat & Michela Verardo, 2011. "The Price Impact of Institutional Herding," The Review of Financial Studies, Society for Financial Studies, vol. 24(3), pages 892-925.
  55. Stijn Claessens & M. Ayhan Kose, 2013. "Financial Crises: Explanations, Types and Implications," CAMA Working Papers 2013-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  56. Duan, Ying & Hu, Gang & McLean, R. David, 2010. "Costly arbitrage and idiosyncratic risk: Evidence from short sellers," Journal of Financial Intermediation, Elsevier, vol. 19(4), pages 564-579, October.
  57. repec:hal:spmain:info:hdl:2441/74362fq3f99s299n07e84dlcib is not listed on IDEAS
  58. Hommes, Cars & in ’t Veld, Daan, 2017. "Booms, busts and behavioural heterogeneity in stock prices," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 101-124.
  59. Greenwood, Robin & Nagel, Stefan, 2009. "Inexperienced investors and bubbles," Journal of Financial Economics, Elsevier, vol. 93(2), pages 239-258, August.
  60. Glaeser, Edward L. & Gyourko, Joseph & Saiz, Albert, 2008. "Housing supply and housing bubbles," Journal of Urban Economics, Elsevier, vol. 64(2), pages 198-217, September.
  61. Petkova, Ralitsa, 2023. "Extrapolative beliefs about Bitcoin returns," Finance Research Letters, Elsevier, vol. 56(C).
  62. Arturo Bris & William N. Goetzmann & Ning Zhu, 2007. "Efficiency and the Bear: Short Sales and Markets Around the World," Journal of Finance, American Finance Association, vol. 62(3), pages 1029-1079, June.
  63. Konstantinidi, Eirini & Skiadopoulos, George, 2016. "How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 62-75.
  64. Boulton, Thomas J. & Smart, Scott B. & Zutter, Chad J., 2020. "Worldwide short selling regulations and IPO underpricing," Journal of Corporate Finance, Elsevier, vol. 62(C).
  65. Paritosh Chandra Sinha, 2024. "Noise of Investors’ Attention Mania in the Twenty-first-Century Indian Stock Markets: ARDL and Augmented GARCH-X Models," Global Business Review, International Management Institute, vol. 25(5), pages 1171-1221, October.
  66. Benveniste, Lawrence M. & Fu, Huijing & Seguin, Paul J. & Yu, Xiaoyun, 2008. "On the anticipation of IPO underpricing: Evidence from equity carve-outs," Journal of Corporate Finance, Elsevier, vol. 14(5), pages 614-629, December.
  67. Tom Roberts, 2017. "A Counterfactual Valuation of the Stock Index as a Predictor of Crashes," Staff Working Papers 17-38, Bank of Canada.
  68. repec:spo:wpmain:info:hdl:2441/3tjqcugffh9i1qqufo79qh86il is not listed on IDEAS
  69. Baig, Ahmed S. & Blau, Benjamin M. & Butt, Hassan A. & Yasin, Awaid, 2023. "Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 147(C).
  70. Patric Hendershott & Robert Hendershott & Bryan MacGregor, 2006. "Evidence on Rationality in Commercial Property Markets: An Interpretation and Critique," Journal of Real Estate Literature, Taylor & Francis Journals, vol. 14(2), pages 147-172, January.
  71. Vuillemey, Guillaume & Wasmer, Etienne, 2020. "Frictional unemployment with stochastic bubbles," European Economic Review, Elsevier, vol. 122(C).
  72. Quinn, William & Turner, John D., 2021. "Riding the Bubble or Taken for a Ride? Investors in the British Bicycle Mania," QBS Working Paper Series 2021/08, Queen's University Belfast, Queen's Business School.
  73. Wei Xiong, 2013. "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers 18905, National Bureau of Economic Research, Inc.
  74. Jiang Luo & Avanidhar Subrahmanyam, 2019. "The affect heuristic and stock ownership : A theoretical perspective," Review of Financial Economics, John Wiley & Sons, vol. 37(1), pages 6-37, January.
  75. Hsieh, Jim & Walkling, Ralph A., 2006. "The history and performance of concept stocks," Journal of Banking & Finance, Elsevier, vol. 30(9), pages 2433-2469, September.
  76. Benjamin R. Auer & Benjamin Mögel, 2016. "How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?," CESifo Working Paper Series 6288, CESifo.
  77. Jamus Jerome Lim & Terence Tan, 2016. "Endogenous transactions costs and institutions in the 2007/08 financial crisis," Journal of Regulatory Economics, Springer, vol. 49(1), pages 56-85, February.
  78. Can Gao & Ian W. R. Martin, 2021. "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," Journal of Finance, American Finance Association, vol. 76(6), pages 3211-3254, December.
  79. Brunnermeier, Markus K. & Oehmke, Martin, 2013. "Bubbles, Financial Crises, and Systemic Risk," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288, Elsevier.
  80. Patrick Boisselier & Dominique Dufour, 2007. "Bulle financière et introduction des sociétés Internet au Nouveau marché," Revue Finance Contrôle Stratégie, revues.org, vol. 10(1), pages 67-93, March.
  81. Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan, 2006. "Feedback and the success of irrational investors," Journal of Financial Economics, Elsevier, vol. 81(2), pages 311-338, August.
  82. Frank Weikai Li, 2016. "Macro Disagreement and the Cross-Section of Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 6(1), pages 1-45.
  83. Zhu Wang, 2007. "Technological Innovation and Market Turbulence: The Dot-com Experience," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(1), pages 78-105, January.
  84. Vivek Singh, 2013. "Did institutions herd during the internet bubble?," Review of Quantitative Finance and Accounting, Springer, vol. 41(3), pages 513-534, October.
  85. Boulton, Thomas J. & Braga-Alves, Marcus V., 2020. "Price stabilization, short selling, and IPO secondary market liquidity," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 278-291.
  86. John Y. Campbell & Tarun Ramadorai & Tuomo O. Vuolteenaho, 2005. "Caught On Tape: Institutional Order Flow and Stock Returns," NBER Working Papers 11439, National Bureau of Economic Research, Inc.
  87. Sanjeev Dewan & Fei Ren, 2007. "Risk and Return of Information Technology Initiatives: Evidence from Electronic Commerce Announcements," Information Systems Research, INFORMS, vol. 18(4), pages 370-394, December.
  88. Ravi Dhar & Ning Zhu, 2006. "Up Close and Personal: Investor Sophistication and the Disposition Effect," Management Science, INFORMS, vol. 52(5), pages 726-740, May.
  89. William H. Janeway & Ramana Nanda & Matthew Rhodes-Kropf, 2021. "Venture Capital Booms and Start-Up Financing," Annual Review of Financial Economics, Annual Reviews, vol. 13(1), pages 111-127, November.
  90. Panos N. Patatoukas & Richard G. Sloan & Annika Yu Wang, 2022. "Valuation Uncertainty and Short-Sales Constraints: Evidence from the IPO Aftermarket," Management Science, INFORMS, vol. 68(1), pages 608-634, January.
  91. Jacob Boudoukh & Jordan Brooks & Matthew Richardson & Zhikai Xu, 2016. "The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds," NBER Working Papers 22576, National Bureau of Economic Research, Inc.
  92. Atilgan, Yigit, 2014. "Volatility spreads and earnings announcement returns," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 205-215.
  93. Arturo Bris & William Goetzmann & Ning Zhu, 2004. "Efficiency and the Bear: Short Sales and Markets around the World," Yale School of Management Working Papers ysm327, Yale School of Management, revised 01 Feb 2005.
  94. Christophe Blot & Paul Hubert & Fabien Labondance, 2018. "Monetray policy and asset price bubbles," Working Papers hal-03471562, HAL.
  95. Grout, Paul A. & Zalewska, Anna, 2006. "The impact of regulation on market risk," Journal of Financial Economics, Elsevier, vol. 80(1), pages 149-184, April.
  96. Schotman, Peter C. & Zalewska, Anna, 2006. "Non-synchronous trading and testing for market integration in Central European emerging markets," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 462-494, October.
  97. Huang, Ying Sophie & Yao, Juan & Zhu, Yu, 2018. "Thriving in a disrupted market: a study of Chinese hedge fund performance," Pacific-Basin Finance Journal, Elsevier, vol. 48(C), pages 210-223.
  98. Derek Harmon & Eunice Rhee & Yun Ha Cho, 2023. "Building a bridge to the future: Prospective legitimation in nascent markets," Strategic Management Journal, Wiley Blackwell, vol. 44(11), pages 2597-2633, November.
  99. Ueda, Masako & Hirukawa, Masayuki, 2008. "Venture Capital and Industrial ''Innovation''," CEPR Discussion Papers 7089, C.E.P.R. Discussion Papers.
  100. Razen, Michael & Huber, Jürgen & Kirchler, Michael, 2017. "Cash inflow and trading horizon in asset markets," European Economic Review, Elsevier, vol. 92(C), pages 359-384.
  101. William A. Branch & George W. Evans, 2011. "Learning about Risk and Return: A Simple Model of Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 159-191, July.
  102. Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011. "EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, February.
  103. Rüdiger Fahlenbrach & Marc Frattaroli, 2021. "ICO investors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(1), pages 1-59, March.
  104. Jiang, Li & Li, Gao, 2013. "Investor sentiment and IPO pricing during pre-market and aftermarket periods: Evidence from Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 23(C), pages 65-82.
  105. Matteo Benetton & Giovanni Compiani, 2024. "Investors’ Beliefs and Cryptocurrency Prices," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 197-236.
  106. 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.
  107. Harrison Hong & Jose Scheinkman & Wei Xiong, 2005. "Asset Float and Speculative Bubbles," Levine's Bibliography 122247000000000861, UCLA Department of Economics.
  108. Chin‐Ho Chen, 2021. "Investor sentiment, misreaction, and the skewness‐return relationship," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(9), pages 1427-1455, September.
  109. Ding, Rong & Cheng, Peng, 2011. "Speculative trading, price pressure and overvaluation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(3), pages 419-442, July.
  110. Tanya Gulati & S. K. Bose & Supriyo Roy, 2017. "Short selling restrictions in 2005–2009 in Indian market and underpricing of initial public offerings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(1), pages 116-135, January.
  111. Baig, Ahmed S. & Blau, Benjamin M. & Butt, Hassan A. & Yasin, Awaid, 2022. "Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 144(C).
  112. Hong, Harrison & Scheinkman, José & Xiong, Wei, 2008. "Advisors and asset prices: A model of the origins of bubbles," Journal of Financial Economics, Elsevier, vol. 89(2), pages 268-287, August.
  113. Andrew Hertzberg, 2018. "A Theory of Disclosure in Speculative Markets," Management Science, INFORMS, vol. 64(12), pages 5787-5806, December.
  114. Goergen, Marc & Khurshed, Arif & Renneboog, Luc, 2009. "Why are the French so different from the Germans? Underpricing of IPOs on the Euro New Markets," International Review of Law and Economics, Elsevier, vol. 29(3), pages 260-271, September.
  115. Dasgupta, Amil & Prat, Andrea & Verardo, Michela, 2010. "The price impact of institutional herding," LSE Research Online Documents on Economics 119088, London School of Economics and Political Science, LSE Library.
  116. Owen Lamont, 2004. "Go Down Fighting: Short Sellers vs. Firms," NBER Working Papers 10659, National Bureau of Economic Research, Inc.
  117. Liu, Jun & Peleg, Ehud & Subrahmanyam, Avanidhar, 2004. "The Value of Private Information," University of California at Los Angeles, Anderson Graduate School of Management qt71t9z3w3, Anderson Graduate School of Management, UCLA.
  118. Fjesme, Sturla Lyngnes & Lv, Jin Roc & Shekhar, Chander, 2023. "The world cup in football and the US IPO market," Journal of Corporate Finance, Elsevier, vol. 80(C).
  119. Tong Suk Kim & Heewoo Park, 2018. "Is stock return predictability of option‐implied skewness affected by the market state?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(9), pages 1024-1042, September.
  120. John Conlon, 2005. "Should Central Banks Burst Bubbles?," Game Theory and Information 0508007, University Library of Munich, Germany.
  121. Wei Xiong & Jialin Yu, 2011. "The Chinese Warrants Bubble," American Economic Review, American Economic Association, vol. 101(6), pages 2723-2753, October.
  122. Marcel Nutz & José A. Scheinkman, 2017. "Supply and Shorting in Speculative Markets," NBER Working Papers 23751, National Bureau of Economic Research, Inc.
  123. Andrew Shipilov & Stan X. Li & Matthew S. Bothner & Nghi Truong, 2023. "Network advantage: Uncontested structural holes and organizational performance in market crises," Strategic Management Journal, Wiley Blackwell, vol. 44(13), pages 3122-3154, December.
  124. Grundy, Bruce D. & Lim, Bryan & Verwijmeren, Patrick, 2012. "Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban," Journal of Financial Economics, Elsevier, vol. 106(2), pages 331-348.
  125. Tse-Chun Lin & Xin Liu, 2018. "Skewness, Individual Investor Preference, and the Cross-section of Stock Returns [Illiquidity and stock returns: cross-section and time-series effects]," Review of Finance, European Finance Association, vol. 22(5), pages 1841-1876.
  126. Pastor, Lubos & Veronesi, Pietro, 2006. "Was there a Nasdaq bubble in the late 1990s?," Journal of Financial Economics, Elsevier, vol. 81(1), pages 61-100, July.
  127. Croonenbroeck, Carsten & Matkovskyy, Roman, 2013. "Is the market held by institutional investors? The disposition effect revisited," Discussion Papers 338, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
  128. Benjamin Mögel & Benjamin R. Auer, 2018. "How accurate are modern Value-at-Risk estimators derived from extreme value theory?," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 979-1030, May.
  129. Campbell, John Y. & Ramadorai, Tarun & Schwartz, Allie, 2009. "Caught on tape: Institutional trading, stock returns, and earnings announcements," Journal of Financial Economics, Elsevier, vol. 92(1), pages 66-91, April.
  130. Zhang, Wei & Zhou, Zhong-Qiang & Xiong, Xiong, 2019. "Behavioral heterogeneity and excess stock price volatility in China," Finance Research Letters, Elsevier, vol. 28(C), pages 348-354.
  131. Ali Albada & Othman Yong & Mohd. Ezani Mat Hassan & Ruzita Abdul-Rahim, 2018. "Retention ratio, lock-up period and prestige signals and their relationship with initial public offering (IPO) initial return: Malaysian evidence," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 14(2), pages 1-23.
  132. Veronesi, Pietro & Pástor, Luboš, 2003. "Stock Prices and IPO Waves," CEPR Discussion Papers 4002, C.E.P.R. Discussion Papers.
  133. Banerjee, Pradip & Chatrath, Arjun & Christie-David, Rohan & Maitra, Debasish, 2018. "The effects of options listing and delisting in a short-sale-constrained market: Evidence from the Indian equities markets," Global Finance Journal, Elsevier, vol. 35(C), pages 157-169.
  134. Peter Temin & Hans-Joachim Voth, 2004. "Riding the South Sea Bubble," American Economic Review, American Economic Association, vol. 94(5), pages 1654-1668, December.
  135. Chen, Crystal Xiaobei & Rhee, S. Ghon, 2010. "Short sales and speed of price adjustment: Evidence from the Hong Kong stock market," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 471-483, February.
  136. Blot, Christophe & Hubert, Paul & Labondance, Fabien, 2024. "The asymmetric effects of monetary policy on stock price bubbles," European Economic Review, Elsevier, vol. 168(C).
  137. Hae Mi Choi, 2020. "Short‐sale constraints and informational efficiency to private information: A natural experiment," The Financial Review, Eastern Finance Association, vol. 55(4), pages 625-643, November.
  138. Ravi Dhar & William Goetzmann, 2005. "Bubble Investors: What Were They Thinking?," Yale School of Management Working Papers ysm446, Yale School of Management, revised 01 Aug 2006.
  139. Feng, Xunan & Johansson, Anders C. & Wei, Dengxi, 2023. "Judging a book by its cover: Analysts and attention-driven price patterns in China's IPO market," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
  140. Blau, Benjamin M. & Brough, Tyler J. & Griffith, Todd G., 2017. "Bank opacity and the efficiency of stock prices," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 32-47.
  141. Eom, Yunsung, 2021. "Kimchi premium and speculative trading in bitcoin," Finance Research Letters, Elsevier, vol. 38(C).
  142. Andrea Barbon & Angelo Ranaldo, 2023. "NFT Bubbles," Papers 2303.06051, arXiv.org.
  143. Kuckertz, Andreas & Brändle, Leif & Gaudig, Anja & Hinderer, Sebastian & Morales Reyes, Carlos Arturo & Prochotta, Alicia & Steinbrink, Kathrin M. & Berger, Elisabeth S.C., 2020. "Startups in times of crisis – A rapid response to the COVID-19 pandemic," Journal of Business Venturing Insights, Elsevier, vol. 13(C).
  144. Rodrigo Hernández & Wayne Lee & Pu Liu & Tian-Shyr Dai, 2013. "Outperformance Certificates: analysis, pricing, interpretation, and performance," Review of Quantitative Finance and Accounting, Springer, vol. 40(4), pages 691-713, May.
  145. Faias, José Afonso & Guedes, José, 2020. "The diffusion of complex securities: The case of CAT bonds," Insurance: Mathematics and Economics, Elsevier, vol. 90(C), pages 46-57.
  146. Andrew Detzel & Hong Liu & Jack Strauss & Guofu Zhou & Yingzi Zhu, 2021. "Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard‐to‐value fundamentals," Financial Management, Financial Management Association International, vol. 50(1), pages 107-137, March.
  147. Bouis, Romain, 2003. "IPOs cycle and investment in high-tech industries," CFS Working Paper Series 2003/47, Center for Financial Studies (CFS).
  148. Sandrine Jacob Leal, 2015. "Fundamentalists, Chartists and Asset pricing anomalies," Post-Print hal-01508002, HAL.
  149. Ms. Anna Scherbina, 2013. "Asset Price Bubbles: A Selective Survey," IMF Working Papers 2013/045, International Monetary Fund.
  150. Guillaume Vuillemey & Etienne Wasmer, 2016. "Frictional Unemployment and Stochastic Bubbles," SciencePo Working papers Main hal-03393187, HAL.
  151. Frazzini, Andrea & Lamont, Owen A., 2008. "Dumb money: Mutual fund flows and the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 88(2), pages 299-322, May.
  152. Ravi Dhar & William Goetzmann, 2005. "Bubble Investors: What Were They Thinking?," Yale School of Management Working Papers ysm446, Yale School of Management, revised 01 Aug 2006.
  153. Tsai, Chia-Fen & Chang, Jung-Hsien & Tsai, Feng-Tse, 2021. "Lottery preferences and retail short selling," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  154. Jin, Yu, 2012. "Essays on financial institutions and instability," ISU General Staff Papers 201201010800003361, Iowa State University, Department of Economics.
  155. Alan V. S. Douglas & Alan G. Huang & Kenneth R. Vetzal, 2016. "Cash flow volatility and corporate bond yield spreads," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 417-458, February.
  156. Juwon Jang & Eunju Lee, 2024. "CEO confidence matters: the real effects of short sale constraints revisited," Review of Quantitative Finance and Accounting, Springer, vol. 62(2), pages 603-636, February.
  157. Berina Jaganjac & Line M. Abrahamsen & Torunn S. Olsen & John A. Hunnes, 2024. "Is It Time to Reclaim the ‘Ethics’ in Business Ethics Education?," Journal of Business Ethics, Springer, vol. 190(1), pages 1-22, February.
  158. Mariem Talbi & Amel Ben Halima, 2019. "Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America," International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 163-174.
  159. 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.
  160. Utz Weitzel & Christoph Huber & Jürgen Huber & Michael Kirchler & Florian Lindner & Julia Rose & Lauren Cohen, 2020. "Bubbles and Financial Professionals," The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2659-2696.
  161. Yang Hu & Les Oxley, 2017. "Exuberance in British Share Prices during the Railway Mania of the 1840s: Evidence from the Phillips, Shi and Yu Test," Working Papers in Economics 17/09, University of Waikato.
  162. Matthias Buechner & Bryan T. Kelly, 2021. "A Factor Model For Option Returns," NBER Working Papers 29369, National Bureau of Economic Research, Inc.
  163. Van Le, 2016. "The effect of short-sale restrictions: another perspective," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 12(5), pages 700-714, October.
  164. Elizabeth Demers & Philip Joos, 2007. "IPO Failure Risk," Journal of Accounting Research, Wiley Blackwell, vol. 45(2), pages 333-371, May.
  165. Sahil Narang & Rudra P. Pradhan, 2021. "IPO lock-up: a review and assessment," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 48(3), pages 343-369, September.
  166. Shi, Guiqiang & Shen, Dehua & Zhu, Zhaobo, 2024. "Herding towards carbon neutrality: The role of investor attention," International Review of Financial Analysis, Elsevier, vol. 91(C).
  167. Quinn, William, 2016. "Technological revolutions and speculative finance: Evidence from the British Bicycle Mania," QUCEH Working Paper Series 2016-06, Queen's University Belfast, Queen's University Centre for Economic History.
  168. Kanagaretnam, Kiridaran & Lee, Jimmy & Lim, Chee Yeow & Lobo, Gerald J., 2022. "Trusting the stock market: Further evidence from IPOs around the world," Journal of Banking & Finance, Elsevier, vol. 142(C).
  169. Füss, Roland & Ruf, Daniel, 2021. "Bank systemic risk exposure and office market interconnectedness," Journal of Banking & Finance, Elsevier, vol. 133(C).
  170. Ordu-Akkaya, Beyza Mina & Soytas, Ugur, 2020. "Unconventional monetary policy and financialization of commodities," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  171. John R. Conlon, 2015. "Should Central Banks Burst Bubbles? Some Microeconomic Issues," Economic Journal, Royal Economic Society, vol. 125(582), pages 141-161, February.
  172. Negrelli, Sara, 2020. "Bubbles and persuasion with uncertainty over market sentiment," Games and Economic Behavior, Elsevier, vol. 120(C), pages 67-85.
  173. Cremers, Martijn & Yan, Hongjun, 2016. "Uncertainty and Valuations," Critical Finance Review, now publishers, vol. 5(1), pages 85-128, May.
  174. repec:dau:papers:123456789/3411 is not listed on IDEAS
  175. Agoraki, Maria-Eleni & Gounopoulos, Dimitrios & Kouretas, Georgios P., 2021. "Market expectations and the impact of credit rating on the IPOs of U.S. banks," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 587-610.
  176. Goldfarb, Brent & Kirsch, David & Miller, David A., 2007. "Was there too little entry during the Dot Com Era?," Journal of Financial Economics, Elsevier, vol. 86(1), pages 100-144, October.
  177. Allard Bruinshoofd & Leo de Haan, 2005. "Financing the New Economy: Are ICT Firms Really That Different?," DNB Working Papers 077, Netherlands Central Bank, Research Department.
  178. Elise A. Couper & John P. Hejkal & Alexander L. Wolman, 2003. "Boom and bust in telecommunications," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 89(Fall), pages 1-24.
  179. Harrison Hong & José Scheinkman & Wei Xiong, 2006. "Asset Float and Speculative Bubbles," Journal of Finance, American Finance Association, vol. 61(3), pages 1073-1117, June.
  180. Nathan Burks & Adetokunbo Fadahunsi & Ann Marie Hibbert, 2021. "Financial Contagion: A Tale of Three Bubbles," JRFM, MDPI, vol. 14(5), pages 1-14, May.
  181. Krapl, Alain & Salyer, Robert, 2017. "The effects of fair value reporting on corporate foreign exchange exposures," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 215-238.
  182. Edwards, Amy K. & Hanley, Kathleen Weiss, 2010. "Short selling in initial public offerings," Journal of Financial Economics, Elsevier, vol. 98(1), pages 21-39, October.
  183. Michael Razen & Jürgen Huber & Michael Kirchler, 2016. "Cash Inflow and Trading Horizon in Asset Markets," Working Papers 2016-06, Faculty of Economics and Statistics, Universität Innsbruck.
  184. Josef Lakonishok & Inmoo Lee & Allen M. Poteshman, 2004. "Investor Behavior in the Option Market," NBER Working Papers 10264, National Bureau of Economic Research, Inc.
  185. Michael O'Connor Keefe & David Gallagher, 2014. "Does the effect of revealed private information on initial public offering (IPO) first trading day return differ by IPO market heat?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(3), pages 921-964, September.
  186. Richard J. Kish & Nandkumar Nayar & Wenlong Weng, 2012. "IPO pricing: a case of short-sale restrictions and divergent expectations," Quantitative Finance, Taylor & Francis Journals, vol. 12(9), pages 1439-1451, November.
  187. Alok Dixit & Vipul & Shivam Singh, 2019. "Options pricing and short‐selling in the underlying: Evidence from India," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(10), pages 1250-1268, October.
  188. Wiggenhorn, Joan & Gleason, Kimberly C. & Madura, Jeff, 2007. "Going public to pursue acquisitions," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(2), pages 331-351, May.
  189. Chibane, Messaoud & Gabriel, Amadeus & Giménez Roche, Gabriel A., 2022. "Credit booms and crisis-emergent asset comovement: The problem of latent correlation," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 270-279.
  190. Alessandro Fiori Maccioni, 2011. "Endogenous Bubbles in Derivatives Markets: The Risk Neutral Valuation Paradox," Papers 1106.5274, arXiv.org, revised Sep 2011.
  191. Ranganathan, Kavitha & Veeraraghavan, Madhu, 2023. "Pre-and-aftermarket IPO underpricing: Does use of proceeds disclosure matter?," Journal of Contemporary Accounting and Economics, Elsevier, vol. 19(3).
  192. Zeng, Yeqin, 2016. "Institutional investors: Arbitrageurs or rational trend chasers," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 240-262.
  193. Li, Mingsheng & Eisenstadt, Robert C., 2005. "Price support and spreads in the IPO aftermarket: An empirical microstructure study," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(4-5), pages 748-766, September.
  194. Marcel Nutz & Jos'e A. Scheinkman, 2017. "Shorting in Speculative Markets," Papers 1705.05882, arXiv.org, revised Jul 2019.
  195. Alina Sorescu & Sorin M. Sorescu & Will J. Armstrong & Bart Devoldere, 2018. "Two Centuries of Innovations and Stock Market Bubbles," Marketing Science, INFORMS, vol. 37(4), pages 507-529, August.
  196. Nilabhra Bhattacharya & Elizabeth Demers & Philip Joos, 2010. "The Relevance of Accounting Information in a Stock Market Bubble: Evidence from Internet IPOs," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(3‐4), pages 291-321, April.
  197. Shuo Wang & Liyi Zheng, 2023. "Whose opinion matters when insiders disagree with short sellers?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(9-10), pages 1527-1571, October.
  198. Alankar, Ashwin & Blausten, Peter & Scholes, Myron S., 2013. "The Cost of Constraints: Risk Management, Agency Theory and Asset Prices," Research Papers 2135, Stanford University, Graduate School of Business.
  199. Feng, Qingchen & Tao, Qizhi & Sun, Yicheng & Susai, Masayuki, 2022. "Fresh look or false advertising: Modeling of investor attention based on corporate name changes," Finance Research Letters, Elsevier, vol. 47(PA).
  200. T. Clifton Green & Byoung-Hyoun Hwang, 2012. "Initial Public Offerings as Lotteries: Skewness Preference and First-Day Returns," Management Science, INFORMS, vol. 58(2), pages 432-444, February.
  201. J. Scheinkman & W. Xiong, 2002. "Overconfidence, Short-Sale Constraints and Bubbles," Princeton Economic Theory Working Papers 98734966f1c1a57373801367f, David K. Levine.
  202. Griffin, Paul A. & Jaffe, Amy Myers & Lont, David H. & Dominguez-Faus, Rosa, 2015. "Science and the stock market: Investors' recognition of unburnable carbon," Energy Economics, Elsevier, vol. 52(PA), pages 1-12.
  203. Jianping Mei & Jose Scheinkman & Wei Xiong, 2005. "Speculative Trading and Stock Prices: An Analysis of Chinese A-B Share Premia," Levine's Bibliography 122247000000000867, UCLA Department of Economics.
  204. Mao, Yifei, 2021. "Managing innovation: The role of collateral," Journal of Accounting and Economics, Elsevier, vol. 72(1).
  205. Wang, Shujing & Yan, Hongjun & Zhong, Ninghua & Tang, Yizhou, 2024. "Indirect effects of trading restrictions," Journal of Corporate Finance, Elsevier, vol. 86(C).
  206. Sobhesh Kumar Agarwalla & Sumit Saurav & Jayanth R. Varma, 2022. "Lottery and bubble stocks and the cross‐section of option‐implied tail risks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(2), pages 231-249, February.
  207. Owen A. Lamont & Jeremy C. Stein, 2004. "Aggregate Short Interest and Market Valuations," American Economic Review, American Economic Association, vol. 94(2), pages 29-32, May.
  208. Jan Werner, 2012. "Rational Asset Pricing Bubbles Revisited," 2012 Meeting Papers 1165, Society for Economic Dynamics.
  209. Simon MOORHEAD & Robert BROOKS, 2013. "The Effect of the Introduction of the Euro on Asymmetric Stock Market Returns Volatility Across the Euro-Zone," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 12(2), pages 280-301, June.
  210. David P. Brown & Miguel A. Ferreira, 2016. "Idiosyncratic Volatility of Small Public Firms and Entrepreneurial Risk," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-59, March.
  211. Chiou, Wan-Jiun Paul & Knewtson, Heather S. & Nofsinger, John R., 2019. "Paying attention to social media stocks," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 106-119.
  212. Ferguson, Colin & Finn, Frank & Hall, Jason & Pinnuck, Matt, 2010. "Speculation and e-commerce: The long and the short of IT," International Journal of Accounting Information Systems, Elsevier, vol. 11(2), pages 79-104.
  213. He, Jingbin & Ma, Xinru & Wei, Qu, 2022. "Firm-level short selling and the local COVID-19 pandemic: Evidence from China," Economic Modelling, Elsevier, vol. 113(C).
  214. Owen Lamont, 2004. "Go Down Fighting: Short Sellers vs. Firms," NBER Working Papers 10659, National Bureau of Economic Research, Inc.
  215. Chahine, Salim & Mansi, Sattar & Mazboudi, Mohamad, 2015. "Media news and earnings management prior to equity offerings," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 177-195.
  216. Nishiotis, George P. & Rompolis, Leonidas S., 2019. "Put-call parity violations and return predictability: Evidence from the 2008 short sale ban," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 276-297.
  217. Bogan, Vicki, 2009. "Bubbles or convenience yields? A theoretical explanation with evidence from technology company equity carve-outs," International Review of Economics & Finance, Elsevier, vol. 18(2), pages 248-281, March.
  218. Matteo Benetton & Giovanni Compiani, 2020. "Investors’ Beliefs and Asset Prices: A Structural Model of Cryptocurrency Demand," Working Papers 2020-107, Becker Friedman Institute for Research In Economics.
  219. Switzer, Lorne N. & El Meslmani, Nabil & Zhai, Xinkai, 2022. "IPO performance and the size effect: Evidence for the US and Canada," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  220. Liu, Clark & Wang, Shujing & Wei, K.C. John, 2021. "Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program," Journal of Banking & Finance, Elsevier, vol. 126(C).
  221. Carlos J. Perez & Manuel Santos, 2017. "On the Dynamics of Speculation in a Model of Bubbles and Manias," Working Papers 2017-02, University of Miami, Department of Economics.
  222. Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu, 2012. "Global, local, and contagious investor sentiment," Journal of Financial Economics, Elsevier, vol. 104(2), pages 272-287.
  223. Lecce, Steven & Lepone, Andrew & McKenzie, Michael D. & Segara, Reuben, 2012. "The impact of naked short selling on the securities lending and equity market," Journal of Financial Markets, Elsevier, vol. 15(1), pages 81-107.
  224. Jodylyn Quijano-Arsenio & Karen Corpus & Young-Jin Kim & Julius Rola, 2009. "Is There A Synchronicity Between The Philippine Stock Exchange And New York Stock Exchange?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(1), pages 69-77.
  225. Jose A. Scheinkman, 2013. "Speculation, Trading and Bubbles Third Annual Arrow Lecture," Working Papers 1458, Princeton University, Department of Economics, Econometric Research Program..
  226. Gurdip Bakshi & Liuren Wu, 2010. "The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period," Management Science, INFORMS, vol. 56(12), pages 2251-2264, December.
  227. 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.
  228. Leone, Vitor & de Medeiros, Otavio Ribeiro, 2015. "Signalling the Dotcom bubble: A multiple changes in persistence approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 55(C), pages 77-86.
  229. Cunado, J. & Gil-Alana, L.A. & de Gracia, F. Perez, 2005. "A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2633-2654, October.
  230. Chu, Jeffrey & Chan, Stephen & Zhang, Yuanyuan, 2021. "Bitcoin versus high-performance technology stocks in diversifying against global stock market indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 580(C).
  231. Simsek, Alp, 2012. "Belief Disagreements and Collateral Constraints," Scholarly Articles 9561259, Harvard University Department of Economics.
  232. Michael Kirchler & Caroline Bonn & Jürgen Huber & Michael Razen, 2014. "The "Inflow-Effect" - Trader Inflow and Bubble Formation in Asset Markets," Working Papers 2014-22, Faculty of Economics and Statistics, Universität Innsbruck.
  233. Boucher, Carène & Kooli, Maher, 2022. "Anatomy of money-losing IPOs," Research in International Business and Finance, Elsevier, vol. 60(C).
  234. Shen, Zhe & Coakley, Jerry & Instefjord, Norvald, 2013. "Investor participation and underpricing in lottery-allocated Chinese IPOs," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 294-314.
  235. Klishchuk, Bogdan, 2019. "Speculative Trade and Market Newcomers," Rationality and Competition Discussion Paper Series 175, CRC TRR 190 Rationality and Competition.
  236. 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.
  237. Simon Yu Kit Fung & Ferdinand A. Gul & Suresh Radhakrishnan, 2014. "Investment Banks' Entry into New IPO Markets and IPO Underpricing," Management Science, INFORMS, vol. 60(5), pages 1297-1316, May.
  238. Di Maggio, Marco & Franzoni, Francesco & Massa, Massimo & Tubaldi, Roberto, 2024. "Strategic trading as a response to short sellers," Journal of Financial Markets, Elsevier, vol. 69(C).
  239. Alex Chinco & Christopher Mayer, 2016. "Misinformed Speculators and Mispricing in the Housing Market," The Review of Financial Studies, Society for Financial Studies, vol. 29(2), pages 486-522.
  240. Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock, 2013. "Asset Pricing in the Dark: The Cross-Section of OTC Stocks," The Review of Financial Studies, Society for Financial Studies, vol. 26(12), pages 2985-3028.
  241. Marco Valerio Geraci & Tomas Garbaravicius & David Veredas, 2016. "Short Selling in the Tails," Working Papers ECARES ECARES 2016-30, ULB -- Universite Libre de Bruxelles.
  242. Stephanie Lo & J. Christina Wang, 2014. "Bitcoin as money?," Current Policy Perspectives 14-4, Federal Reserve Bank of Boston.
  243. Ali Çelik & Çağrı Ulu, 2023. "Testing the Price Bubbles in Cryptocurrencies using Sequential Augmented Dickey-Fuller (SADF) Test Procedures: A Comparison for Before and After COVID-19," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 70(1), pages 1-15, March.
  244. Liyi Zheng, 2020. "The type of corporate announcements and its implication on trading behaviour," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(S1), pages 629-659, April.
  245. Guillaume Vuillemey & Etienne Wasmer, 2016. "Frictional Unemployment and Stochastic Bubbles," SciencePo Working papers hal-03393187, HAL.
  246. T. Kaizoji & M. Leiss & A. Saichev & D. Sornette, 2011. "Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders," Papers 1109.4726, arXiv.org, revised Mar 2014.
  247. Quinn, William, 2016. "Squeezing the bears: Cornering risk and limits on arbitrage during the 'British Bicycle Mania', 1896-1898," QUCEH Working Paper Series 2016-05, Queen's University Belfast, Queen's University Centre for Economic History.
  248. Ebrahimnejad, Ali & Hoseinzade, Saeid, 2019. "Short-sale constraints and stock price informativeness," Global Finance Journal, Elsevier, vol. 40(C), pages 28-34.
  249. Morris, John J. & Alam, Pervaiz, 2012. "Value relevance and the dot-com bubble of the 1990s," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(2), pages 243-255.
  250. Xiaoqing Fu & Matthew C. Li & Philip Molyneux, 2021. "Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis," Empirical Economics, Springer, vol. 60(5), pages 2203-2225, May.
  251. Adams, Zeno & Füss, Roland & Glück, Thorsten, 2017. "Are correlations constant? Empirical and theoretical results on popular correlation models in finance," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 9-24.
  252. Bradley Jones, 2014. "Identifying Speculative Bubbles: A Two-Pillar Surveillance Framework," IMF Working Papers 2014/208, International Monetary Fund.
  253. Fiona Tregenna & Kabeya C. Mulamba, 2019. "Spatial dependence of per capita property tax income in South Africa," Working Papers 202, Economic Research Southern Africa.
  254. Jin, Yu, 2010. "Credit Termination and the Technology Bubbles," MPRA Paper 29010, University Library of Munich, Germany.
  255. Loukas Balafoutas & Simon Czermak & Marc Eulerich & Helena Fornwagner, 2020. "Incentives For Dishonesty: An Experimental Study With Internal Auditors," Economic Inquiry, Western Economic Association International, vol. 58(2), pages 764-779, April.
  256. Committee, Nobel Prize, 2013. "Understanding Asset Prices," Nobel Prize in Economics documents 2013-1, Nobel Prize Committee.
  257. Marcel Nutz & José A. Scheinkman, 2020. "Shorting in Speculative Markets," Journal of Finance, American Finance Association, vol. 75(2), pages 995-1036, April.
  258. Thorsten Lehnert, 2020. "Fear and stock price bubbles," PLOS ONE, Public Library of Science, vol. 15(5), pages 1-17, May.
  259. repec:spo:wpmain:info:hdl:2441/74362fq3f99s299n07e84dlcib is not listed on IDEAS
  260. Zhu Wang, 2006. "Technology Innovation and Market Turbulence: A Dotcom Example," 2006 Meeting Papers 508, Society for Economic Dynamics.
  261. Gregory Weitzner, 2023. "The Term Structure of Short Selling Costs," Review of Finance, European Finance Association, vol. 27(6), pages 2125-2161.
  262. Jan Werner, 2018. "Speculative Bubbles, Heterogeneopus Beliefs, and Learning," 2018 Meeting Papers 1216, Society for Economic Dynamics.
  263. Douglas R. Emery, 2022. "Negative bubbles and the market for “dreams”: “Lemons” in the looking glass," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(1), pages 5-16, March.
  264. Hillegeist, Stephen A. & Peñalva, Fernando, 2004. "Stock option incentives and firm performance," IESE Research Papers D/535, IESE Business School.
  265. Patrick Bolton & José Scheinkman & Wei Xiong, 2006. "Executive Compensation and Short-Termist Behaviour in Speculative Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(3), pages 577-610.
  266. Boucher, Carène & Kooli, Maher & Walker, Thomas, 2023. "Litigation risk, underpricing, and money-losing IPOs," Global Finance Journal, Elsevier, vol. 55(C).
  267. Yen-Sheng Lee, 2012. "The determinants of cross-sectional liquidity in the IPO aftermarket," Applied Financial Economics, Taylor & Francis Journals, vol. 22(14), pages 1161-1173, July.
  268. Daniel Andrei & Bruce I. Carlin, 2017. "Asset Pricing in the Quest for the New El Dorado," NBER Working Papers 23455, National Bureau of Economic Research, Inc.
  269. Doran, James & Jiang, Danling & Peterson, David, 2007. "Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle," MPRA Paper 4995, University Library of Munich, Germany.
  270. Chuan-Yang Hwang & Shaojun Zhang & Yanjian Zhu, 2018. "Float, Speculation And Stock Price: Evidence From The Split Share Structure Reform In China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 63(03), pages 701-729, June.
  271. Frino, Alex & Lecce, Steven & Lepone, Andrew, 2011. "Short-sales constraints and market quality: Evidence from the 2008 short-sales bans," International Review of Financial Analysis, Elsevier, vol. 20(4), pages 225-236, August.
  272. Büchner, Matthias & Kelly, Bryan, 2022. "A factor model for option returns," Journal of Financial Economics, Elsevier, vol. 143(3), pages 1140-1161.
  273. 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.
  274. Kai, Guo & Conlon, John R., 2007. "Why Bubble-Bursting Is Unpredictable: Welfare Effects Of Anti-Bubble Policy When Central Banks Make Mistakes," MPRA Paper 5927, University Library of Munich, Germany.
  275. Chang, Eric C. & Cheng, Joseph W. & Pinegar, J. Michael & Yu, Yinghui, 2012. "Short-sale constraints: Reductions in costs of capital or overvaluation? Evidence from Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 506-520.
  276. Breig, Christoph & Elsas, Ralf, 2009. "Default Risk and Equity Returns: A Comparison of the Bank-Based German and the U.S. Financial System," Discussion Papers in Business Administration 10978, University of Munich, Munich School of Management.
  277. Berkman, Henk & Dimitrov, Valentin & Jain, Prem C. & Koch, Paul D. & Tice, Sheri, 2009. "Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements," Journal of Financial Economics, Elsevier, vol. 92(3), pages 376-399, June.
  278. Dambra, Michael & Field, Laura Casares & Gustafson, Matthew T. & Pisciotta, Kevin, 2018. "The consequences to analyst involvement in the IPO process: Evidence surrounding the JOBS Act," Journal of Accounting and Economics, Elsevier, vol. 65(2), pages 302-330.
  279. Sandrine Jacob Leal, 2015. "Fundamentalists, chartists and asset pricing anomalies," Quantitative Finance, Taylor & Francis Journals, vol. 15(11), pages 1837-1850, November.
  280. Olga Dodd & Christodoulos Louca, 2012. "International Cross-Listing and Shareholders’ Wealth," Multinational Finance Journal, Multinational Finance Journal, vol. 16(1-2), pages 49-86, March - J.
  281. Muhammad Zubair Mumtaz & Zachary Alexander Smith, 2015. "Is Growth Rate Implicit In Ipo Prices ?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 70-89, December.
  282. Bradley, Daniel J. & Gonas, John S. & Highfield, Michael J. & Roskelley, Kenneth D., 2009. "An examination of IPO secondary market returns," Journal of Corporate Finance, Elsevier, vol. 15(3), pages 316-330, June.
  283. Cakici, Nusret & Tan, Sinan, 2014. "Size, value, and momentum in developed country equity returns: Macroeconomic and liquidity exposures," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 179-209.
  284. Suttner Johannes & Kielholz Verena, 2011. "Leerverkäufe verbieten? – Eine ordnungstheoretische Sicht / Should Short Sales Be Prohibited? - A View from Institutional Perspective," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 62(1), pages 101-114, January.
  285. Beng Soon Chong & Zhenbin Liu, 2016. "CAR associated with SEO share lockups: Real or illusionary?," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 513-541, October.
  286. Werner, Jan, 2014. "Rational asset pricing bubbles and debt constraints," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 145-152.
  287. Armstrong, Chris & Davila, Toni & Foster, George & Hand, John R.M., 2005. "U.S. public and private venture capital markets, 1998-2001: A fundamental information analysis," IESE Research Papers D/599, IESE Business School.
  288. Chung, San-Lin & Hung, Chi-Hsiou & Yeh, Chung-Ying, 2012. "When does investor sentiment predict stock returns?," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 217-240.
  289. Yuchao Fan, 2022. "Dissecting the dot-com bubble in the 1990s NASDAQ," Papers 2206.14130, arXiv.org, revised Jul 2022.
  290. Carsten Croonenbroeck & Roman Matkovskyy, 2014. "Demand for investment advice over time: the disposition effect revisited," Applied Financial Economics, Taylor & Francis Journals, vol. 24(4), pages 235-240, February.
  291. Zhang, Zikai & Neupane, Suman, 2024. "Global IPO underpricing during the Covid-19 pandemic: The impact of firm fundamentals, financial intermediaries, and global factors," International Review of Financial Analysis, Elsevier, vol. 91(C).
  292. Ramiro Losada & Ricardo Laborda, 2020. "La interconexión en las instituciones de inversión colectiva no alternativas y el riesgo sistémico," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.