Inefficient bubbles and efficient drawdowns in financial markets
Michael Schatz, Didier Sornette
| Year of publication: |
2020
|
|---|---|
| Authors: | Schatz, Michael ; Sornette, Didier |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 7, p. 1-56
|
| Subject: | Financial bubbles | financial crashes | explosive processes | bubble decomposition | strict local martingale approach | infinite horizon bubbles | Spekulationsblase | Bubbles | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Martingal | Martingale | Börsenkurs | Share price | Kapitalmarkttheorie | Financial economics | Effizienzmarkthypothese | Efficient market hypothesis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024920500478 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496907