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Are there bubbles in stock prices? : testing for fundamental shocks
Velinov, Anton; Chen, Wenjuan - 2014
This paper investigates whether there are bubbles in stock prices. We do this using a previously studied structural … tandem with their fundamentals. We therefore find no evidence in favor of stock price bubbles in all the countries invested. …
Persistent link: https://www.econbiz.de/10010349257
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Bayesian analysis of bubbles in asset prices
Fulop, Andras; Yu, Jun - In: Econometrics : open access journal 5 (2017) 4, pp. 1-23
properties for detecting bubbles. Empirical analysis using price-dividend ratios of S&P500 highlights the advantages of our …
Persistent link: https://www.econbiz.de/10011781855
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Momentum and reversal : information from prior returns
Kolari, James W.; Shin, Sang-Ook - In: Applied economics 56 (2024) 3, pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
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Contrarians, extrapolators, and stock market momentum and reversal
Atmaz, Adem; Gulen, Huseyin; Cassella, Stefano; Ruan, … - In: Management science : journal of the Institute for … 70 (2024) 9, pp. 5949-5984
Persistent link: https://www.econbiz.de/10015137979
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Market volatility and momentum
Wang, Kevin Q.; Xu, Jianguo - In: Journal of empirical finance 30 (2015), pp. 79-91
Persistent link: https://www.econbiz.de/10011489219
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Cross-sectional factor dynamics and momentum returns
Avramov, Doron; Hore, Satadru - In: Journal of financial markets 32 (2017), pp. 69-96
Persistent link: https://www.econbiz.de/10011814969
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The momentum and reversal effects of investor sentiment on stock prices
Li, Jinfang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012665098
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Investor sentiment, style investing, and momentum
Ashour, Samar; Hao, Grace Qing; Harper, Adam - In: Journal of financial markets 62 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014226768
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Extrapolative asset pricing
Li, Kai; Liu, Jun - In: Journal of economic theory 210 (2023), pp. 1-47
Persistent link: https://www.econbiz.de/10014422547
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Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei; Luo, Xingguo; Xu, Qi - In: The journal of futures markets 43 (2023) 1, pp. 3-32
Persistent link: https://www.econbiz.de/10013465888