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Detecting and date-stamping bubbles in fan tokens
16 references·1 citing·44 second hop
Detecting and date-stamping bubbles in fan tokens (2024)Detecting and date-stamping bubbles in fa…The Unprecedented Stock Market Impact of COVID-19 (2020)The Unprecedented Stock Marke…Herding behaviour in cryptocurrencies (2018)Herding behaviour in cryptocu…RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)RETRACTED: Datestamping the B…Negative bubbles and shocks in cryptocurrency markets (2016)Negative bubbles and shocks i…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)TESTING FOR MULTIPLE BUBBLES:…Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods (2011)Testing for Speculative Bubbl…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…The New Palgrave dictionary of economics (2008)The New Palgrave dictionary o…Pitfalls in Testing for Explosive Bubbles in Asset Prices (1991)Pitfalls in Testing for Explo…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Explosive Rational Bubbles in Stock Prices (1988)Explosive Rational Bubbles in…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Anticipatory gains and event-driven losses in blockchain-based fan tokens: Evidence from the FIFA World Cup (2024)Anticipatory gains and event-…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)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)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)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Noise (1986)Predicting returns in the stock and bond markets (1986)Good Day Sunshine: Stock Returns and the Weather (2003)Expected Stock Returns and Variance Risk Premia (2009)A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)The Inefficiency of Bitcoin (2016)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Testing for a Unit Root in Time Series Regression (1988)COVID-19 and the march 2020 stock market crash. Evidence from S&P1500 (2020)Feverish Stock Price Reactions to COVID-19* (2020)Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe (2020)Return connectedness across asset classes around the COVID-19 outbreak (2020)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)The impact of institutional trading on stock prices (1992)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)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)Corn Cash Price Forecasting (2020)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)Culture and Institutions: Economic Development in the Regions of Europe (2010)Neighborhoods and health (2010)Growth and Structural Transformation (2013)
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References

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  • 2011Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods455 cited
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    • 2024Anticipatory gains and event-driven losses in blockchain-based fan tokens: Evidence from the FIFA World Cup17 cited