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Białkowski, Je̜drzej; Bohl, Martin T.; Stephan, … - In: International review of financial analysis 41 (2015), pp. 329-339

Persistent link: https://www.econbiz.de/10011509023

Inefficient bubbles and efficient drawdowns in financial markets

Schatz, Michael; Sornette, Didier - 2018

At odds with the common “rational expectations” framework for bubbles, economists like Hyman Minsky, Charles Kindleberger and Robert Shiller have documented that irrational behavior, ambiguous information or certain limits to arbitrage are essential drivers for bubble phenomena and financial...

Persistent link: https://www.econbiz.de/10011900246

Inefficient bubbles and efficient drawdowns in financial markets

Schatz, Michael; Sornette, Didier - In: International journal of theoretical and applied finance 23 (2020) 7, pp. 1-56

Persistent link: https://www.econbiz.de/10012496907

Institutional traders' behavior in an emerging stock market : empirical evidence on Polish pension fund investors

Voronkova, Svitlana (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001776442

Do institutional investors destabilize stock prices? : Evidence from an emerging market

Bohl, Martin T. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002742394

Institutional traders' behavior in an emerging stock market : empirical evidence on Polish pension fund investors

Voronkova, Svitlana; Bohl, Martin T. - 2003

Persistent link: https://www.econbiz.de/10001788512

Do institutional investors destabilize stock prices? : Emerging market's evidence against a popular belief

Bohl, Martin T.; Brzeszczyński, Janusz - 2004

Persistent link: https://www.econbiz.de/10002011730

Do institutional investors destabilize stock prices? Evidence from an emerging market

Bohl, Martin T.; Brzeszczyński, Janusz - In: Journal of international financial markets, … 16 (2006) 4, pp. 370-383

Persistent link: https://www.econbiz.de/10003371900

Trading behavior during stock market downturns : the dow, 1915 - 2004

Bohl, Martin T.; Siklos, Pierre L. - 2005

Persistent link: https://www.econbiz.de/10003182791

A model of financial bubbles and drawdowns with non-local behavioral self-referencing

Malevergne, Yannick; Sornette, Didier; Wei, Ran - 2021

We propose a novel class of models in which the crash hazard rate is determined by a function of a non-local estimation … of mispricing. Rooted in behavioral finance, the non-local estimation embodies in particular the characteristic of … series because they assume that crashes occur in a single large negative jump, which is counterfactual. The model estimation …

Persistent link: https://www.econbiz.de/10012800780

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