An Application Of Generalised Johansen-Ledoit-Sornette (GJLS) Model To Detect Size Of Rational Speculative Bubble In DJIA Stock Market During Year 1997

No abstract is available for this paper.

• Publication year

  2014

• Venue

  International Journal of Scientific & Technology Research

• Publication date

  2014-12-25

• Fields of study

  Mathematics, Economics

• Identifiers

  No identifiers available.

• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Book Review – Manias, Panics, and Crashes: A History of Financial Crises 5th Edition (Author of the Book: Charles P. Kindleberger and Robert Aliber)

  2012cited by this paper
• Securities Lending

  2012cited by this paper
• Identification and forecasts of financial bubbles

  2011cited by this paper
• The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations, Volume III

  2010cited by this paper
• The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document

  2009cited by this paper
• Dragon-Kings, Black Swans and the Prediction of Crises

  2009cited by this paper
• Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese Stock Market Bubbles

  2009cited by this paper
• Econometric Tests of Asset Price Bubbles: Taking Stock

  2008cited by this paper
• A case study of speculative financial bubbles in the South African stock market 2003-2006

  2007cited by this paper
• The Future of Financial Markets

  2006cited by this paper
• Thy Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trades of Money Managers

  2005cited by this paper
• Self-similar log-periodic structures in western stock markets from 2000

  2005cited by this paper
• Evidence of log-periodicity in corporate bond spreads

  2004cited by this paper
• Hedge Funds and the Technology Bubble

  2004cited by this paper
• Critical Market Crashes

  2003cited by this paper
• Overconfidence and Speculative Bubbles

  2003cited by this paper
• Another type of log-periodic oscillations on Polish stock market

  2003cited by this paper
• Thy Neighbor ’ s Portfolio : Word-of-Mouth Effects in the Holdings and Trades of Money Managers

  2003cited by this paper
• Breadth of Ownership and Stock Returns

  2002cited by this paper
• Securities lending, shorting, and pricing

  2002cited by this paper
• Bubbles and crashes

  2002cited by this paper
• The US 2000‐2002 market descent: How much longer and deeper?

  2002cited by this paper
• Visualizing the log-periodic pattern before crashes

  1999cited by this paper
• On Rational Bubbles and Fat Tails

  1999cited by this paper
• Investor Psychology and Security Market Under- and Overreactions

  1999cited by this paper
• Discrete scale invariance and complex dimensions

  1997cited by this paper
• A Model of Investor Sentiment

  1997cited by this paper
• The great crash.

  1995cited by this paper
• Noise Trader Risk in Financial Markets

  1990cited by this paper
• Black Monday and the Future of Financial Markets

  1989cited by this paper
• Continuous Auctions and Insider Trading

  1985cited by this paper
• Does the Stock Market Overreact

  1985cited by this paper
• Manias, Panics and Crashes: A History of Financial Crises

  1979cited by this paper
• Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations

  1978cited by this paper
• Risk, Uncertainty, and Divergence of Opinion

  1977cited by this paper
• The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security Markets

  1969cited by this paper

• Table Installments Finance Sharia of Motor Vehicle Using Proportional, Annuity, and Effective Rate Method

  2023cites this paper