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On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators
16 references·1 citing·42 second hop
On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (2018)On the predictability of stock market bub…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…Why Stock Markets Crash: Critical Events in Complex Financial Systems (2004)Why Stock Markets Crash: Crit…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…From Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…Bubbles and Crashes (2003)Bubbles and CrashesIlliquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Trading activity and expected stock returns (2001)Trading activity and expected…Herd Behaviour, Bubbles and Crashes (1995)Herd Behaviour, Bubbles and C…Trading Volume and Serial Correlation in Stock Returns (1993)Trading Volume and Serial Cor…Stock Prices and Volume (1992)Stock Prices and VolumeA Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…The Relation Between Price Changes and Trading Volume: A Survey (1987)The Relation Between Price Ch…Bubbles, Rational Expectations and Financial Markets (1982)Bubbles, Rational Expectation…Manias, Panics, and Crashes: A History of Financial Crises (1979)Manias, Panics, and Crashes: …Manias, Panics and Crashes (1978)Manias, Panics and CrashesExplosive behavior in the Chinese stock market: A sectoral analysis (2023)Explosive behavior in the Chi…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatility Change Over Time? (1989)Noise Trader Risk in Financial Markets (1990)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)The distribution of realized stock return volatility (2001)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Competing Technologies, Increasing Returns, and Lock-In by Historical Events (1989)Investor Psychology and Asset Pricing (2001)Using Online Conversations to Study Word-of-Mouth Communication (2004)The Behavior of Stock-Market Prices (1965)The Information Content of Annual Earnings Announcements (1968)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Market stress and herding (2004)How do business and financial cycles interact? (2011)What Are Microfoundations? (2013)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Market Liquidity and Funding Liquidity (2008)A five-factor asset pricing model (2014)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Asset pricing with liquidity risk (2005)The Adaptive Markets Hypothesis (2004)From Financial Crash to Debt Crisis (2011)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Structural causes and regime consequences: regimes as intervening variables (1982)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Overconfidence and Speculative Bubbles (2003)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)
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References

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  • 2023Explosive behavior in the Chinese stock market: A sectoral analysis15 cited