Search Results - subject:"Rational speculative bubbles"

Testing the hypothesis of duration dependence in the US housing market

Dettoni, Robinson; Gil-Alaña, Luis A. - In: Finance research letters 58 (2023) 4, pp. 1-9

Persistent link: https://www.econbiz.de/10014632834

Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns

Jang, Jeewon; Kang, Jangkoo - In: Journal of financial economics 132 (2019) 1, pp. 222-247

Persistent link: https://www.econbiz.de/10012136879

Searching for rational bubble footprints in the Singaporean and Indonesian stock markets

Nartea, Gilbert V.; Cheema, Muhammad A.; Szulczyk, … - In: Journal of economics and finance 41 (2017) 3, pp. 529-552

Persistent link: https://www.econbiz.de/10011802160

Looking for Rational Bubbles in Agricultural Commodity Markets

Gutierrez, Luciano - European Association of Agricultural Economists - EAAE - 2011

In this paper, we use a bootstrap methodology to helps us to compute the finite sample probability distribution of the asymptotic tests recently proposed in Phillips et al. (2009b) and Phillips and Yu (2009c). Simulation shows that the bootstrap methodology works well and allows us to identify...

Persistent link: https://www.econbiz.de/10009645993

Rational speculative bubbles in the US stock market and political cycles

Wang, Miao; Wong, M. C. Sunny - In: Finance research letters 13 (2015), pp. 1-9

Persistent link: https://www.econbiz.de/10011552305

Bubble footprints in the Malaysian stock market: are they rational?

V. Nartea, Gilbert; A. Cheema, Muhammand - In: International Journal of Accounting & Information Management 22 (2014) 3, pp. 223-236

Purpose – The purpose of this paper is to re-examine the presence of rational speculative bubbles in the Malaysian … they do not appear to be rational. They found no evidence of rational speculative bubbles over the sample period regardless …

Persistent link: https://www.econbiz.de/10014759544

Bubble footprints in the Malaysian stock market: are they rational?

Nartea, Gilbert V; Cheema, Muhammand A - In: International Journal of Accounting and Information … 22 (2014), pp. 223-236

Persistent link: https://www.econbiz.de/10010895011

Rational Speculative Bubbles: An Empirical Investigation of the Middle East and North African Stock Markets

Hassan, M. Kabir; Suk-Yu, Jung - Networks Financial Institute, Scott College of Business - 2007

evidence of rational speculative bubbles in the perspective of both domestic and U.S.-based investors. Fractional integration …

Persistent link: https://www.econbiz.de/10010817357

Flutuações nos preços dos ativos: uma comparação entre as bolhas especulativas racionais e a contribuição keynesiana

Curado, Marcelo - In: Revista Economia e Sociedade 26 (2006) 6, pp. 21-21

Asset price fluctuations: comparing rational speculative bubbles and the keynesian approach The principal aim of this …

Persistent link: https://www.econbiz.de/10004988710

Are there rational speculative bubbles in the Philippine stock market?

Nartea, Gilbert; Hu, Bo; Hu, Baiding - In: Philippine Review of Economics 50 (2013) 1, pp. 45-56

and Thorley’s [1994] duration dependence test to examine the presence of rational speculative bubbles—a special case of … speculative bubbles in the Philippines using both monthly and weekly returns. This implies that the long run-ups in prices and the … speculative bubbles—in the Philippine stock market over the period from 1991 to 2009. We do not detect the presence of rational …

Persistent link: https://www.econbiz.de/10010856066