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Advanced Search Results For "ECONOMIC bubbles"

1 - 10 of 4,979 results for
 "ECONOMIC bubbles"
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IDENTIFICATION OF MULTIPLE BUBBLES IN TURKISH FINANCIAL MARKETS: EVIDENCE FROM GSADF APPROACH.

Publication Type:Academic Journal

Source(s):Marmara University Journal of Economic & Administrative Sciences. dec2021, Vol. 43 Issue 2, p231-252. 22p.

Abstract:2005 ve 2021 yılları arasındaki dönemin dikkate alındığı bu çalışmada, hisse senedi (TL ve dolar bazında), tahvil, CDS, altın ve döviz gibi beş farklı finansal piyasanın haftalık frekansta kapanış fiyatları kullanılarak, bu fiyatlarda balon varlığı inc...

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Financial bubbles as a recursive process lead by short-term strategies.

Publication Type:Academic Journal

Source(s):International Review of Economics & Finance. Nov2022, Vol. 82, p555-568. 14p.

Abstract:This paper provides an explanation for the generation of Bubbles in financial markets with heterogeneous agents. We present a game theoretical model that formalises the interactions between two different types of investors: noise traders and fundamenta...

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Bubbles and the value of innovation.

Publication Type:Academic Journal

Source(s):Journal of Financial Economics. Jul2022, Vol. 145 Issue 1, p69-84. 16p.

Abstract:Booming innovation often coincides with intense speculation in financial markets. Using over a million patents, we document two ways the market valuation of innovation and its economic impact become disconnected during bubbles. Specifically, an innovat...

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Boom and Bust: A Global History of Financial Bubbles.

Publication Type:Academic Journal

Source(s):Economic Record. Sep2022, Vol. 98 Issue 322, p324-326. 3p.

Abstract:Alternatively, models with finitely lived investors can generate "rational bubbles": investors have rational expectations about a bubble's growth and the possibility of it bursting, but still choose to invest. I Boom and Bust i provides a thoroughly re...

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European Option Pricing Formula in Risk-Aversive Markets.

Publication Type:Academic Journal

Source(s):Mathematical Problems in Engineering. 7/31/2021, p1-17. 17p.

Abstract:In this study, using the method of discounting the terminal expectation value into its initial value, the pricing formulas for European options are obtained under the assumptions that the financial market is risk-aversive, the risk measure is standard ...

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Can news-based economic sentiment predict bubbles in precious metal markets?

Publication Type:Academic Journal

Source(s):Financial Innovation. 4/6/2022, Vol. 8 Issue 1, p1-29. 29p.

Abstract:This study examines the role of market sentiment in predicting the price bubbles of four strategic metal commodities (gold, silver, palladium, and platinum) from January 1985 to August 2020. It is the first to investigate this topic using sentiment ind...

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Boom, Bust, and Bitcoin: Bitcoin-Bubbles as Innovation Accelerators.

Publication Type:Academic Journal

Source(s):Journal of Economic Issues (Taylor & Francis Ltd). Mar2022, Vol. 56 Issue 1, p113-136. 24p. 1 Diagram, 2 Graphs.

Abstract:Bitcoin represents one of the most interesting technological breakthroughs and socio-economic experiments of the last decades. In this paper, we examine the role of speculative bubbles in the process of Bitcoin's technological adoption by analyzing its...

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Bubbles and Financial Professionals.

Publication Type:Academic Journal

Source(s):Review of Financial Studies. Jun2020, Vol. 33 Issue 6, p2659-2696. 38p.

Abstract:The efficiency of financial markets and their potential to produce bubbles are central topics in academic and professional debates. Yet, little is known about the contribution of financial professionals to price efficiency. We run 116 experimental mark...

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Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment.

Publication Type:Academic Journal

Source(s):Journal of Finance (John Wiley & Sons, Inc.). Dec2021, Vol. 76 Issue 6, p3211-3254. 44p.

Abstract:We define a sentiment indicator based on option prices, valuation ratios, and interest rates. The indicator can be interpreted as a lower bound on the expected growth in fundamentals that a rational investor would have to perceive to be happy to hold t...

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Inferring financial bubbles from option data.

Publication Type:Academic Journal

Source(s):Journal of Applied Econometrics. Nov2021, Vol. 36 Issue 7, p1013-1046. 34p.

Abstract:Summary: Financial bubbles arise when the underlying asset's market price deviates from its fundamental value. Unlike other bubble tests that use time series data and assume a reduced‐form price process, we infer the existence of bubbles nonparametrica...

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