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Identification of multiple stock bubbles in an emerging market: application of GSADF approach
16 references·0 citing·34 second hop
Identification of multiple stock bubbles in an emerging market: application of GSADF approach (2018)Identification of multiple stock bubbles …The theory of economic development (2017)The theory of economic develo…Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles (2015)Testing for multiple bubbles:…TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)TESTING FOR MULTIPLE BUBBLES:…Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun (2015)Episodes of Exuberance in Hou…The Econometrics of Financial Markets (2012)The Econometrics of Financial…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…Monetary Policy, Vagabonding Liquidity and Bursting Bubbles in New and Emerging Markets: An Overinvestment View (2008)Monetary Policy, Vagabonding …Why Central Banks Should Burst Bubbles* (2006)Why Central Banks Should Burs…Was there a Nasdaq bubble in the late 1990s?☆ (2006)Was there a Nasdaq bubble in …Hedge Funds and the Technology Bubble (2004)Hedge Funds and the Technolog…The Theory of Economic Development (2003)The Theory of Economic Develo…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Pitfalls in Testing for Explosive Bubbles in Asset Prices (1991)Pitfalls in Testing for Explo…Explosive Rational Bubbles in Stock Prices (1988)Explosive Rational Bubbles in…Asset Bubbles and Overlapping Generations (1985)Asset Bubbles and Overlapping…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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Ants, Rationality, and Recruitment (1993)Efficient market hypothesis and forecasting (2003)An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)A Random Walk Down Wall Street (1973)Variance Bounds Tests and Stock Price Valuation Models (1986)Overlapping families of infinitely-lived agents (1989)Chapter 25 Government debt (1999)Testing for a Unit Root in Time Series Regression (1988)The Behavior of Stock-Market Prices (1965)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Market for News (2005)The fundamental principles of financial regulation (2009)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)Corn Cash Price Forecasting (2020)Firm Resources and Sustained Competitive Advantage (1991)Dynamic capabilities and strategic management (1997)Firm resources and sustained competitive advantage (2004)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Economic Institutions as Social Constructions: A Framework for Analysis (1992)Industrial Clusters: Complexes, Agglomeration and/or Social Networks? (2000)Oslo Manual (2005)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
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  • 2015Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun155 cited
  • 2008

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Monetary Policy, Vagabonding Liquidity and Bursting Bubbles in New and Emerging Markets: An Overinvestment View
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