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Rational Speculative Bubbles in the Fine Wine Investment Market
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Rational Speculative Bubbles in the Fine Wine Investment Market (2015)Rational Speculative Bubbles in the Fine …Bubbles in food commodity markets: Four decades of evidence (2013)Bubbles in food commodity mar…Speculative bubbles in agricultural commodity markets (2012)Speculative bubbles in agricu…Dating the timeline of financial bubbles during the subprime crisis (2011)Dating the timeline of financ…EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)EXPLOSIVE BEHAVIOR IN THE 199…ANALYSIS OF COEXPLOSIVE PROCESSES (2009)ANALYSIS OF COEXPLOSIVE PROCE…Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange (2003)Rational Speculative Bubbles:…Regime switching as a test for exchange rate bubbles (1996)Regime switching as a test fo…Explosive Rational Bubbles in Stock Prices (1988)Explosive Rational Bubbles in…Evidence on stock market speculative bubbles: Japan, United States and Great Britain (1988)Evidence on stock market spec…Manias, Panics, and Crashes: A History of Financial Crises (1979)Manias, Panics, and Crashes: …THE EFFECT OF AN ELECTRONIC EXCHANGE ON PRICES AND RETURN VOLATILITY IN THE FINE WINE MARKET (2019)THE EFFECT OF AN ELECTRONIC E…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Cointegration and Tests of Present Value Models (1987)ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK* (2008)Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods (2011)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Statistical analysis of cointegration vectors (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)The Cointegrated VAR Model: Methodology and Applications (2006)Agricultural price transmission across space and commodities during price bubbles (2012)Explosive Bubbles in House Prices? Evidence from the OECD Countries (2015)Value and Capital (1939)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION (2017)Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression (2020)Asset Prices in an Exchange Economy (1978)Noise Trader Risk in Financial Markets (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Fearless versus fearful speculative financial bubbles (2004)Bubbles in the dividend–price ratio? Evidence from an asymmetric exponential smooth-transition model (2006)Heterogeneity in Economics (2006)Empirical exchange rate models of the seventies (1983)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Detecting periodically collapsing bubbles: a Markov-switching unit root test (1999)Critical market crashes (2003)On Markov error‐correction models, with an application to stock prices and dividends (2004)Stock Prices, Earnings, and Expected Dividends (1988)The Econometrics of Financial Markets (2012)Global Maize Trade and Food Security: Implications from a Social Network Model (2013)Price Explosiveness, Speculation, and Grain Futures Prices (2014)The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies (2016)Testing for a Unit Root in Time Series Regression (1988)The Econometrics of Financial Markets (1997)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)Time Series Regression with a Unit Root (1987)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Index Funds, Financialization, and Commodity Futures Markets (2011)Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles (2015)Negative bubbles and shocks in cryptocurrency markets (2016)Stock Market Crises in Developed and Emerging Markets (1998)An analytical review of volatility metrics for bubbles and crashes (2014)Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages (2017)The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The Adaptive Markets Hypothesis (2004)From Financial Crash to Debt Crisis (2011)
this work references cited by second hop

References

  • 1979Manias, Panics, and Crashes: A History of Financial Crises2,838 cited
  • 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1,130 cited
  • 1988Explosive Rational Bubbles in Stock Prices705 cited
  • 2011Dating the timeline of financial bubbles during the subprime crisis586 cited
  • 2013Bubbles in food commodity markets: Four decades of evidence167 cited
  • 1996Regime switching as a test for exchange rate bubbles143 cited
  • 2012Speculative bubbles in agricultural commodity markets142 cited
  • 2003Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange81 cited
  • 2009ANALYSIS OF COEXPLOSIVE PROCESSES49 cited
  • 1988Evidence on stock market speculative bubbles: Japan, United States and Great Britain48 cited

Cited by

  • 2019THE EFFECT OF AN ELECTRONIC EXCHANGE ON PRICES AND RETURN VOLATILITY IN THE FINE WINE MARKET5 cited

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