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Speculative bubbles, speculative attacks, and policy switching
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Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask (2011)The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals (2014)The oil price crash in 2014/15: Was there a (negative) financial bubble? (2016)The Economy as an Evolving Complex System II (2018)Performance Pay and Top-Management Incentives (1990)The Limits of Arbitrage (1995)Costly Search and Mutual Fund Flows (1998)Relative Performance Evaluation in CEO Compensation: Evidence from the 2006 Disclosure Rules (2010)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? 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  • 2005Predictability of large future changes in major financial indices148 cited
  • 2002Market Fluctuations I: Scaling, Multiscaling, and Their Possible Origins114 cited
  • 1999International Capital Markets: Developments, Prospects, and Key Policy Issues (September 1999)74 cited
  • 2001Alternative Keynesian and Post Keynesian Perspective on Uncertainty and Expectations64 cited
  • 2003Explaining Sudden Stops, Growth Collapse and BOP Crises: The Case of Distortionary Output Taxes52 cited
  • 2017TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES49 cited
  • 1996Veblenian Stock Markets and the Efficient Markets Hypothesis39 cited
  • 1997Greenback-Gold Returns and Expectations of Resumption, 1862–187938 cited
  • 2006Mutual Funds and Bubbles: The Surprising Role of Contractual Incentives38 cited
  • 2012Do Bubbles Spill Over? Estimating Financial Bubbles in Emerging Markets28 cited
  • 2019The bitcoin: a sparkling bubble or price discovery?23 cited
  • 2016Cointegrated Periodically Collapsing Bubbles in the Exchange Rate of “BRICS”11 cited

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