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Are there periodically collapsing bubbles in the stock markets? : new international evidence

Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451

Persistent link: https://www.econbiz.de/10011642804

Smooth break, non-linearity, and speculative bubbles : new evidence of the G7 stock markets

Chen, Shyh-Wei; Xie, Zixiong - In: International financial markets, (pp. 133-159). 2019

Persistent link: https://www.econbiz.de/10012249048

Testing for single bubble episode in the Nigerian stock market : an empirical investigation

Iliyasu, Jamilu; Saba, Ndayezhin D. - In: CBN journal of applied statistics 10 (2019) 1, pp. 29-49

This study evaluates a single bubble episode in the Nigerian Stock Exchange (NSE) by utilizing monthly data on nominal …-Fuller (SADF) test for bubble detection suggests non-existence of a bubble in the NSE between 2010 and 2017. Though there is an … line. However, it is not a bubble but a short deviation from trend. The study also estimates a time-varying long memory …

Persistent link: https://www.econbiz.de/10012178349

Uncovering the effect of news signals on daily stock market performance : an econometric analysis

Raza, Shahid; Sun, Baiqing; Kay-Khine, Pwint; Kemal, … - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-25

The stock markets in developing countries are highly responsive to breaking news and events. Our research explores the impact of economic conditions, financial policies, and politics on the KSE-100 index through daily market news signals. Utilizing simple OLS regression and ARCH/GARCH regression...

Persistent link: https://www.econbiz.de/10014419406

Financial market history : reflections on the past for investors today

Chambers, David (ed.); Dimson, Elroy (ed.) - Financial Market History <Veranstaltung> <2015, Cambridge> - 2016

Persistent link: https://www.econbiz.de/10011750576

Financial Market History : Reflections on the Past for Investors Today

Chambers, David - 2017

Since the 2008 financial crisis, a resurgence of interest in economic and financial history has occurred among investment professionals. This book discusses some of the lessons drawn from the past that may help practitioners when thinking about their portfolios. The book's editors, David...

Persistent link: https://www.econbiz.de/10012961339

Rational speculative bubbles in the stock market : the case of Amman Stock Exchange

Fendi, Usama Adnan; Maali, Bassam Mohammad; Atmeh, … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 1, pp. 68-84

Persistent link: https://www.econbiz.de/10014230050

Real dividend - stock market price causality nexus : an application of Markov switching model

Anoruo, Emmanuel - In: Afro-Asian Journal of Finance and Accounting : AAJFA 4 (2014) 1, pp. 63-74

Persistent link: https://www.econbiz.de/10010485674

Volatility dependences of stock markets with structural breaks

Luo, Jiawen; Chen, Langnan - In: The European journal of finance 24 (2018) 17, pp. 1727-1753

Persistent link: https://www.econbiz.de/10012259100

Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets

Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 48 (2017), pp. 339-354

Persistent link: https://www.econbiz.de/10011747311