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TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES
16 references·6 citing·47 second hop
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES (2017)TESTING FOR SPECULATIVE BUBBLES USING SPO…“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)TESTING FOR MULTIPLE BUBBLES:…EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)EXPLOSIVE BEHAVIOR IN THE 199…Efficient tests of stock return predictability☆ (2006)Efficient tests of stock retu…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Overconfidence and Speculative Bubbles (2003)Overconfidence and Speculativ…Bubbles and Crashes (2003)Bubbles and CrashesPredictive regressions (1999)Predictive regressionsThe forward discount anomaly and the risk premium: A survey of recent evidence (1996)The forward discount anomaly …Exchange rates and fundamentals: Evidence on long-horizon predictability (1995)Exchange rates and fundamenta…Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Long Swings in the Dollar: Ar…Anomalies: Foreign Exchange (1990)Anomalies: Foreign ExchangeForward and spot exchange rates (1984)Forward and spot exchange rat…Bubbles, Rational Expectations and Financial Markets (1982)Bubbles, Rational Expectation…The Present-Value Relation: Tests Based on Implied Variance Bounds (1981)The Present-Value Relation: T…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Can news-based economic sentiment predict bubbles in precious metal markets? (2022)Can news-based economic senti…U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis? (2021)U.S. stock prices and the dot…Causal and frequency analyses of purchasing power parity (2021)Causal and frequency analyses…Bitcoin ve Altcoin Kripto Para Piyasalarında Finansal Balonlar (2021)Bitcoin ve Altcoin Kripto Par…exuber: Recursive Right-Tailed Unit Root Testing with R (2020)exuber: Recursive Right-Taile…Bubble detection and sector trading in real time (2018)Bubble detection and sector t…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)Asset Prices in an Exchange Economy (1978)Efficient Capital Markets: II (1991)Mental Accounting, Loss Aversion, and Individual Stock Returns (2001)The Dog That Did Not Bark: A Defense of Return Predictability (2007)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Long memory processes and fractional integration in econometrics (1996)Presidential Address: Discount Rates (2011)The monetary dynamics of hyperinflation (1956)Stock Prices and Social Dynamics (1984)Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Testing for a Unit Root in Time Series Regression (1988)The Econometrics of Financial Markets (1997)Dating the timeline of financial bubbles during the subprime crisis (2011)The Econometrics of Financial Markets (2012)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)Order Flow and Exchange Rate Dynamics (1999)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)The Cross-Section of Expected Stock Returns (1992)Diversification's effect on firm value (1995)Earnings Management to Exceed Thresholds (1999)The short of it: Investor sentiment and anomalies (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)The General Theory of Employment, Interest and Money. (1936)Information, trade and common knowledge (1982)Global Games and Equilibrium Selection (1993)Hedge Funds and the Technology Bubble (2004)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Dividend yields and expected stock returns (1988)Expected Stock Returns and Variance Risk Premia (2009)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)An Engine, Not a Camera (2006)Facts and Fantasies about Commodity Futures (2006)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 2003Overconfidence and Speculative Bubbles2,227 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1999Predictive regressions1,614 cited
  • 1981The Present-Value Relation: Tests Based on Implied Variance Bounds1,364 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 2003Bubbles and Crashes1,246 cited
  • 1982Bubbles, Rational Expectations and Financial Markets1,130 cited
  • 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1,130 cited
  • 2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 5001,123 cited
  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 2006Efficient tests of stock return predictability☆992 cited
  • 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
  • 1990

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Anomalies: Foreign Exchange
902 cited

Cited by

  • 2021U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?46 cited
  • 2022Can news-based economic sentiment predict bubbles in precious metal markets?42 cited
  • 2021Bitcoin ve Altcoin Kripto Para Piyasalarında Finansal Balonlar33 cited
  • 2018Bubble detection and sector trading in real time27 cited
  • 2020exuber: Recursive Right-Tailed Unit Root Testing with R14 cited
  • 2021Causal and frequency analyses of purchasing power parity14 cited