Similar Search Results

Global shocks : an investment guide for turbulent markets

Sargen, Nicholas P. - 2016

Persistent link: https://www.econbiz.de/10011517287

Global Shocks : An Investment Guide for Turbulent Markets

Sargen, Nicholas P. - 2016

is presented that helps explain why this is the case for traditional currency crises, but less so for asset bubbles. The …1. Overview: A Framework for Investing During Currency Crises and Asset Bubbles -- 2. Bretton Woods’ Collapse Alters … European Monetary Union -- 7. Japan’s Bubble Culminates in Two Decades of Deflation -- 8. Asia’s Real Estate Boom Spawns Global …

Persistent link: https://www.econbiz.de/10012397123

Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries

Van Eyden, Reneé; Gupta, Rangan; Nielsen, Joshua; … - In: Journal of behavioral and experimental finance 38 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014456628

Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries

Van Eyden, Reneé; Gupta, Rangan; Nielsen, Joshua; … - 2022

Persistent link: https://www.econbiz.de/10013462272

Stock bubbles under sudden public crises : a perspective from the excessive financialization of firms

Wang, Jiaxin; Zhu, Zhaowei; Huang, Xiang - In: Finance research letters 57 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014505928

Effect of investor sentiment on market response to stock split announcement

Kim, Keunsoo; Byun, Jinho - In: Asia-Pacific journal of financial studies 39 (2010) 6, pp. 687-719

Persistent link: https://www.econbiz.de/10009231509

Booms, busts and behavioural heterogeneity in stock prices

Hommes, Cars H.; Veld, Daan in 't - 2015 - This draft: July 2015

We empirically evaluate a behavioural model with boundedly rational traders who disagree about the persistence of deviations from the fundamental stock price. Fundamentalist traders believe in mean-reversion, while chartists extrapolate trends. Agents gradually switch between the two rules,...

Persistent link: https://www.econbiz.de/10011301214

On booms that never bust : ambiguity in experimental asset markets with bubbles

Corgnet, Brice; Hernán González, Roberto; Kujal, Praveen - 2018

Persistent link: https://www.econbiz.de/10012030198

The role of the end time in experimental asset markets

Kopányi-Peuker, Anita; Weber, Matthias - 2021

bubbles and similar price dynamics in all treatments (with moderately lower prices in the treatments with a long horizon) …

Persistent link: https://www.econbiz.de/10012609733

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 "anchoring" on past price levels and the "probability...

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