Search Results - subject_exact:"Spekulation"

Taxing speculative trades as a prudential policy

Park, Junghum - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015562419

Speculation or fundamentals? : European natural gas price swings post 2020

Citera, Emanuele; Dolar, Veronika - 2026

We investigate the role of speculation in the European natural gas market over the period 2020- 2024, a period marked by extreme price volatility driven by the energy crisis following Russia's invasion of Ukraine. Replicating the framework of Knittel and Pindyck (2016), we disentangle the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625473

Detecting and explaining bubbles in Islamic stock markets : a dual approach with LPPLS and machine learning

Saritas, Merve Mert; Ozgur, Onder; Yilanci, Veli - 2026

This study investigates the presence and predictability of price bubbles in Islamic stock markets, challenging the proposition that their Sharia-compliant principles provide inherent resilience against such phenomena. Employing a dual methodology, we first apply the Log-Periodic Power Law...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015666501

From innovation to speculation: AI and the Magnificent Seven

Basele, Rerotlhe B.; Phillips, Peter C. B.; Shi, Shuping - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015668595

Pricing dynamics and herding behaviour of NFTs

Fridgen, Gilbert; Kräussl, Roman; Papageorgiou, Orestis; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338127

Macroeconomic conditions, speculation, and commodity futures returns

Adhikari, Ramesh; Putnam, Kyle J. - 2025

This paper examines the dynamic relationships between speculative activities, commodity returns, and macroeconomic conditions across five sectors compassing 29 commodities. Using weekly data spanning from January 2000 to July 2023, we construct comprehensive measures of commodity market...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338404

Deep reinforcement learning in non-Markov market-making

Lalor, Luca; Sviščuk, Anatolij - 2025

We develop a deep reinforcement learning (RL) framework for an optimal market-making (MM) trading problem, specifically focusing on price processes with semi-Markov and Hawkes Jump-Diffusion dynamics. We begin by discussing the basics of RL and the deep RL framework used; we deployed the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358963

Speculative bubbles in the recent AI boom : Nasdaq and the magnificent seven

Basele, Rerotlhe B.; Phillips, Peter C. B.; Shi, Shuping - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015417538

The silent disco : speculation in bearish commodity markets and the role of liquidity

Ganepola, Chanaka N.; Ordu-Akkaya, Beyza Mina - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015464879

Social trading, correlated retail investing and non-fundamental speculation

Russ, David - 2025

This paper shows that, in a setup 'a la Kyle (1985), correlated retail trading opens up new profit opportunities for professional investors at the expense of retail investors. Additionally, it demonstrates that market quality can benefit through higher market liquidity and higher price...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015472684

Growth and fluctuations economies with land speculation

Hirano, Tomohiro; Stiglitz, Joseph E. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015408905

Bubbles and collateral

Awaya, Yu; Do, Jihwan; Watanabe, Makoto - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015408906

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Bubbles and collateral

Awaya, Yu; Do, Jihwan; Watanabe, Makoto - 2025

Book / Working Paper

Capitalising on conjunctures : Tesla's ups and downs in financialised capitalism

Klinge, Tobias J.; Ouma, Stefan; Hendrikse, Reijer - 2025

This article explores the puzzling ups and downs of Tesla, going through one the most volatile stock market swings of the recent past, under conditions of financialised capitalism. We adopt a conjunctural approach, highlighting both the macro and micro dynamics shaping the firm's financial...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015413119

Detecting and analyzing explosive bubbles and their relationship with volatility : evidence from Tunisia

Ben Yaala, Sirine; Henchiri, Jamel Eddine - 2025

This study aims to identify and analyze speculative bubbles in the Tunisian stock market from 2004 to 2023 and examine the evolution of return volatility during these periods.The research uses the Supremum Augmented Dickey-Fuller (SADF) and Generalized Supremum Augmented Dickey-Fuller (GSADF)...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015432930

Enhanced calibration of spread option simulation pricing

Zhang, Shuming; Pirvu, Traian A. - 2025

This paper enhances the calibration procedure for pricing spread options with liquidity risk. The novelty is the use of Chebyshev interpolation to fit the prices.Numerical experiments reveal that the calibrated parameters are close to the ones obtained by a previous work. However, the fit...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015436699

Stock market hype : an empirical investigation of the impact of overconfidence on meme stock valuation

Ahadzie, Richard Mawulawoea; Owusu Junior, Peterson; … - 2025

This study investigates the relationship between overconfidence and meme stock valuation, drawing on panel data from 28 meme stocks listed from 2019 to 2024. The analysis incorporates key financial indicators, including Tobin's Q ratio, market capitalization, return on assets, leverage, and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015436794

Animal spirits on steroids : evidence from retail options trading in India

Agarwal, Vikas; Ghosh, Pulak; Prabhala, Nagpurnanand R.; … - 2025

We analyze a market-wide panel dataset on retail options trading from India, a market with an 80% share in option contracts traded worldwide. Retail traders both concentrated in and dominate index options trading. They exhibit short-term speculative behavior with significant day trading, short-...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015458796

Quantifying speculative-bubble effects in major European soccer leagues

Fry, John; Binner, Jane M. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015462714

How much did pandemic uncertainty affect real-estate speculation? : evidence from on-market valuation of for-sale versus rental properties

Petersen, Alexander M. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015444696

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How Much Did Pandemic Uncertainty Affect Real-Estate Speculation? Evidence from On-Market Valuation of For-Sale Versus Rental Properties

Petersen, Alexander Michael - 2023

Book / Working Paper

Spatial analysis of speculation in the US housing market

Manochehri, Salaheddin; Amani, Ramin; Mamkhezri, Jamal - 2025

This study examines the spatial impact of speculation on the US housing market from 1990 to 2021, highlighting regional variations and economic implications. Employing advanced analytical techniques, including nonlinear least squares and time-varying parameter ordinary least squares, we delve...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614456

The speculative tech bubbles of US artificial intelligence sector

Maghyereh, Aktham I.; Awartani, Basel - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616575

Evaluating the factors affecting dairy commodity returns : the case of European dairy markets

Staugaitis, Algirdas Justinas; Christauskas, Česlovas - 2025

Purpose - motivated by the price spikes and booms in major commodities markets around the world, this study looks into the factors that affect the variance in returns from dairy futures contracts. The purpose of the study is to determine whether dairy commodity prices - especially in times of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015596713

The determinant factors of hedging and speculation with foreign exchange derivatives of Brazilian private firms

Oliveira, Fernando Nascimento de - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015597169

Does speculative news hurt productivity? : evidence from takeover rumors

Andres, Christian; Bazhutov, Dmitry; Cumming, Douglas J.; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015550387

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Does speculative news hurt productivity? : evidence from takeover rumors

Andres, Christian; Bazhutov, Dmitry; Cumming, Douglas J.; … - 2023

Book / Working Paper

Does speculative news hurt productivity? : evidence from takeover rumors

Andres, Christian; Bazhutov, Dmitry; Cumming, Douglas J.; … - 2021

Book / Working Paper

Does speculative news hurt productivity? : evidence from takeover rumors

Andres, Christian; Bazhutov, Dmitry; Cumming, Douglas J.; … - 2021 - [Vers. 04/2024]

Edition: [Vers. 04/2024]

Book / Working Paper

Speculation in the UK, 1785-2019

Quinn, William; Turner, John D.; Walker, Clive B. - 2025

Speculation has long been thought to have significant economic effects, but it is difficult to measure, making it challenging to examine these effects empirically. In this paper we measure speculation in the UK since 1785 by using business and financial reporting in The Times newspaper. Our...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015554264

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Speculation in the UK, 1785-2019

Quinn, William; Turner, John D.; Walker, Clive - 2025

Book / Working Paper

Sentiment-driven speculation in financial markets with heterogeneous beliefs : a machine learning approach

Di Francesco, Tommaso; Hommes, Cars H. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556579

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Sentiment-Driven Speculation in Financial Markets with Heterogeneous Beliefs : A Machine Learning Approach

Di Francesco, Tommaso; Hommes, Cars H. - 2023

Book / Working Paper

Decentralised finance and automated market making : execution and speculation

Cartea, Álvaro; Drissi, Fayçal; Monga, Marcello - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556668

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Decentralised Finance and Automated Market Making : Execution and Speculation

Cartea, Álvaro; Drissi, Fayçal; Monga, Marcello - 2022

Book / Working Paper

Systemic risk of commodity traders

Glück, Thorsten; Adams, Zeno - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556724

Bitcoin as a financial asset: a survey

Kang, Daeyun; Ryu, Doojin; Webb, Robert I. - 2025

Since its introduction as a decentralized digital currency for peer-to-peer transactions, Bitcoin's role in financial markets has undergone significant evolution. We employ bibliometric analysis to explore research trends in Bitcoin, identifying two primary perspectives in the recent financial...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015557862

Quantitative modeling of speculative bubbles, crash dynamics, and critical transitions in the stock market using the log-periodic power-law model

Singh, Avi; Mahadeva, Rajesh; Sarda, Varun; Goyal, Amit … - 2025

The global economy frequently experiences cycles of rapid growth followed by abrupt crashes, challenging economists and analysts in forecasting and risk management. Crashes like the dot-com bubble crash and the 2008 global financial crisis caused huge disruptions to the world economy. These...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015584534

Speculating in zero-value assets : the greater fool game experiment

Holzknecht, Armando; Huber, Jürgen; Kirchler, Michael; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015583548

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Speculating in zero-value assets : the greater fool game experiment

Holzknecht, Armando; Huber, Jürgen; Kirchler, Michael; … - 2024

Book / Working Paper

Detecting speculation in the market for EU emission allowances

Terranova, Roberta; Cozzarini, Chiara; Reissl, Severin; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015606768

Prediction of speculative bubbles using standard JLS and generalized JLS models

Bouzid, Rania; Jerbi, Yacin - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625463

How is trading behavior in commodity futures affected by the 52-week high and low?

Laubsch, Joshua; Smales, Lee A.; Duc Hong Vo - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015626457

Modeling prices from speculative markets : bursting bubbles or deflating balloons?

Hafner, Christian M.; Harvey, Andrew C.; Wang, Linqi - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643088

Let's switch again! : testing for speculative oil price bubbles based on rotated market expectations

Kruse-Becher, Robinson - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015415852

Bubbles and crashes with partially sophisticated investors

Bianchi, Milo; Jehiel, Philippe - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015575641

The good, the bad, and latency : exploratory trading on Bybit and Binance

Albers, Jakob; Cucuringu, Mihai; Howison, Sam; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015534166

Investor attention and stock price manipulation : evidence from daily quasi-natural experiments

Li, Zhibing; Liu, Jia; Liu, Jie; Liu, Xiaoyu; Wu, Chonglin - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015558775

"Lived capitalisation" : how speculative finance shapes the social and financial lives of "gig" workers in Bengaluru, India

Medappa, Kaveri - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015666545

The changing drivers of inflation : the case of food$dmacroeconomics, speculation, climate change and war

Algieri, Bernardina; Kornher, Lukas; Braun, Joachim von - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015655155

Training set optimization for machine learning in day trading : a new financial indicator

Brun, Angelo Darcy Molin; Pereira, Adriano César Machado - 2025

Predicting and trading assets in the global financial market represents a complex challenge driven by the dynamic and volatile nature of the sector. This study proposes a day trading strategy that optimizes asset purchase and sale parameters using differential evolution. To this end, an...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015457435

Speculation with information disclosure

Pasquariello, Paolo; Wang, Yifei - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015055397

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Speculation with Information Disclosure

Pasquariello, Paolo - 2020

Book / Working Paper

Price deregulation and investors' IPO speculation : evidence from Chinese registration system reform

Tang, Siyuan; Luo, Runmei - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015062530

Speculating on higher-order beliefs

Schmidt-Engelbertz, Paul; Vasudevan, Kaushik - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015458820

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Speculating on higher order beliefs

Schmidt-Engelbertz, Paul; Vasudevan, Kaushik - 2024

Book / Working Paper

Speculating on Higher Order Beliefs

Schmidt-Engelbertz, Paul; Vasudevan, Kaushik - 2023

Book / Working Paper

Crypto exchange tokens

Garratt, Rod; Oordt, Maarten R. C. van - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014635017

The iSPAC

Nawaz, Tasawar - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014546452

Expectations and speculation in the natural gas markets

Anderl, Christina; Caporale, Guglielmo Maria - 2024

This paper aims to assess the role of expectations as a determinant of the real price of natural gas. To measure expectations-driven speculative demand three approaches are followed, which are based respectively on using natural gas inventories consistently with the theory of storage (Kilian and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015065319

Icing on the cake : can the top-floor units serve as a status good and an investment simultaneously?

Tang, Edward Chi Ho; Leung, Ka Yui - 2024 - This version: September 2024

Situated atop condominium buildings, 'top floor units' (TFU) offer unparalleled views and privacy, courtesy of accessible roofs. This paper empirically examines this status symbol and finds that: (1) TFUs interact with the macroeconomy differently from ordinary units, (2) when considering the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015066914

The momentum ambiguity and investor trading behavior

Wang, Lunyi; Yang, Shiqi; Zhao, Sibo - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015071330