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Speculative bubbles and irrational exuberance in African stock markets
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Speculative bubbles and irrational exuberance in African stock markets (2016)Speculative bubbles and irrational exuber…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)TESTING FOR MULTIPLE BUBBLES:…Modelling stock returns in Africa's emerging equity markets (2009)Modelling stock returns in Af…LIQUIDITY AND THE INFORMATIONAL EFFICIENCY OF AFRICAN STOCK MARKETS (2008)LIQUIDITY AND THE INFORMATION…Efficiency in emerging markets—Evidence from the MENA region (2006)Efficiency in emerging market…THE CHANGING EFFICIENCY OF AFRICAN STOCK MARKETS (2005)THE CHANGING EFFICIENCY OF AF…Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis (2005)Reconciling Efficient Markets…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…From Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…Return predictability in African stock markets (2002)Return predictability in Afri…From Efficient Market Theory to Behavioral Finance (2002)From Efficient Market Theory …African stock markets: multiple variance ratio tests of random walks (2002)African stock markets: multip…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage‐induced or Statistical Illusion? (1994)Mean Reversion of Standard & …Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1991)Bubbles, Crashes, and Endogen…Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1988)Bubbles, Crashes, and Endogen…The Bargaining Problem (1950)Rational Expectations and the Theory of Price Movements (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Bulls, bears and market sheep (1990)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Price discovery and volatility spillovers in the DJIA index and futures markets (1999)Price discovery in the German equity index derivatives markets (1999)Premiums-Discounts and Exchange Traded Funds (2006)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Judgment under Uncertainty: Heuristics and Biases (1975)An Evolutionary Theory of Economic Change. (1983)Prospect theory: An analysis of decision under risk (1988)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)What happened to the quants in August 2007? Evidence from factors and transactions data (2010)Sustainable Development and Financial Markets (2015)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Market stress and herding (2004)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Machine learning techniques and data for stock market forecasting: A literature review (2022)Noise Trader Risk in Financial Markets (1990)Investor Sentiment and the Cross‐Section of Stock Returns (2006)In Search of Attention (2011)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)Testing for a Unit Root in Time Series Regression (1988)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles (2015)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Corn Cash Price Forecasting (2020)The Role of Corporate Reputation in Determining Investor Satisfaction and Loyalty (2007)Do investors herd in emerging stock markets?: Evidence from the Taiwanese market (2010)The Economic Crisis is a Crisis for Economic Theory (2010)Institutional Investors and the Informational Efficiency of Prices (2009)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Field Experiments (2004)
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References

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  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2003From Efficient Markets Theory to Behavioral Finance1,825 cited
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  • 1991Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets916 cited
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  • 1994Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage‐induced or Statistical Illusion?303 cited
  • 2002From Efficient Market Theory to Behavioral Finance266 cited
  • 2002Return predictability in African stock markets195 cited
  • 2002African stock markets: multiple variance ratio tests of random walks185 cited
  • 2005THE CHANGING EFFICIENCY OF AFRICAN STOCK MARKETS183 cited
  • 2006Efficiency in emerging markets—Evidence from the MENA region163 cited
  • 2009Modelling stock returns in Africa's emerging equity markets

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  • 2008LIQUIDITY AND THE INFORMATIONAL EFFICIENCY OF AFRICAN STOCK MARKETS56 cited
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