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Explosive behavior in the Chinese stock market: A sectoral analysis
16 references·0 citing·49 second hopsampled
Explosive behavior in the Chinese stock market: A sectoral analysis (2023)Explosive behavior in the Chinese stock m…Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs (2021)Understanding digital bubbles…Machine learning in the Chinese stock market (2021)Machine learning in the Chine…Understanding risk of bubbles in cryptocurrencies (2020)Understanding risk of bubbles…Idiosyncratic skewness, gambling preference, and cross-section of stock returns: Evidence from China (2019)Idiosyncratic skewness, gambl…Real Time Monitoring of Asset Markets: Bubbles and Crises (2018)Real Time Monitoring of Asset…Co-explosivity in the cryptocurrency market (2018)Co-explosivity in the cryptoc…Bubbles for Fama (2018)Bubbles for FamaTESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)TESTING FOR MULTIPLE BUBBLES:…Dating the timeline of financial bubbles during the subprime crisis (2011)Dating the timeline of financ…Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles (2010)Bubble diagnosis and predicti…The Economic Psychology of Stock Market Bubbles in China (2009)The Economic Psychology of St…EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)EXPLOSIVE BEHAVIOR IN THE 199…Periodically collapsing bubbles in the US stock market? (2002)Periodically collapsing bubbl…Stock Market Crashes, Precursors and Replicas (1996)Stock Market Crashes, Precurs…Explosive Rational Bubbles in Stock Prices (1988)Explosive Rational Bubbles in…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…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)Long memory processes and fractional integration in econometrics (1996)Monetary Theory and Policy (1999)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Testing for a Unit Root in Time Series Regression (1988)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Positive Feedbacks in the Economy (1990)Continuous-Time Finance. (1991)Continuous-Time Finance. (1991)Large financial crashes (1997)Predicting financial crashes using discrete scale invariance (1999)Critical market crashes (2003)Is There a Bubble in the Housing Market? (2003)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? (2018)Herding behaviour in cryptocurrencies (2018)Cryptocurrency trading: a comprehensive survey (2022)Time Series Regression with a Unit Root (1987)Deciphering the Liquidity and Credit Crunch 2007–2008 (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)Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles (2015)Manias, Panics, and Crashes: A History of Financial Crises (1979)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Why Stock Markets Crash: Critical Events in Complex Financial Systems (2004)A Mathematical Theory of Financial Bubbles (2013)A stable and robust calibration scheme of the log-periodic power law model (2013)The oil price crash in 2014/15: Was there a (negative) financial bubble? (2016)Comparing Predictive Accuracy (1994)The Limits of Arbitrage (1995)Law, Finance, and Economic Growth in China (2003)Explainable artificial intelligence modeling to forecast bitcoin prices (2023)Option Return Predictability with Machine Learning and Big Data (2023)FinTech: a literature review of emerging financial technologies and applications (2025)Datestamping the Bitcoin and Ethereum Bubbles (2017)Extrapolation and bubbles (2018)Is non-fungible token pricing driven by cryptocurrencies? (2021)Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication (2021)Extreme connectedness between renewable energy tokens and fossil fuel markets (2022)Volatility Spillovers Across NFTs News Attention and Financial Markets (2022)
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References

  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 5001,176 cited
  • 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1,143 cited
  • 1988Explosive Rational Bubbles in Stock Prices705 cited
  • 2021Machine learning in the Chinese stock market593 cited
  • 2011Dating the timeline of financial bubbles during the subprime crisis586 cited
  • 1996Stock Market Crashes, Precursors and Replicas403 cited
  • 2018Co-explosivity in the cryptocurrency market381 cited
  • 2010Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles221 cited
  • 2021Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs189 cited
  • 2018Bubbles for Fama160 cited
  • 2018Real Time Monitoring of Asset Markets: Bubbles and Crises131 cited
  • 2020Understanding risk of bubbles in cryptocurrencies129 cited
  • 2019Idiosyncratic skewness, gambling preference, and cross-section of stock returns: Evidence from China97 cited
  • 2009The Economic Psychology of Stock Market Bubbles in China84 cited

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  • 2002Periodically collapsing bubbles in the US stock market?82 cited
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