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Testing for bubbles in the art markets : an empirical investigation
Assaf, Ata - In: Economic modelling 68 (2018), pp. 340-355
Persistent link: https://www.econbiz.de/10011935384
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Detecting and Date-Stamping Bubbles in Fan Tokens
Assaf, Ata; Demir, Ender; Ersan, Oguz - 2023
We focus on the existence of bubbles in fan tokens, utilizing the Supremum Augmented Dickey-Fuller (SADF) and Generalized Supremum Augmented Dickey-Fuller (GSADF) tests. We use daily closing prices of the top 20 fan tokens according to their market capitalization, along with Bitcoin, Ethereum,...
Persistent link: https://www.econbiz.de/10014355692
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Detecting and date-stamping bubbles in fan tokens
Assaf, Ata; Demir, Ender; Ersan, Oguz - In: International review of economics & finance : IREF 92 (2024), pp. 98-113
Persistent link: https://www.econbiz.de/10014534882