This study examines the simultaneous relationships among oil prices, oil volatility, and two sub-sectors within alternative energy stocks: renewable energy equipment (REE) and alternative fuels (AF). The results confirm the existence of a bidirectional relationship. While most alternative energy...

Explains the general theory of stock market bubbles, how it can be tested, and investigates whether there have been bubbles in the Norwegian stock market.

It is well known that intraday returns tend to reverse the following intraday period, conditional on excess buying pressure on the bid or ask side. This suggests that liquidity providers "overreact" to order imbalance (OIB) by initially altering quotes so much that a negative autocorrelation is...

Explains the general theory of stock market bubbles, how it can be tested, and investigates whether there have been bubbles in the Norwegian stock market.