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On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators

  • Published:2018-11-14 Issue:5 Volume:19 Page:843-858
  • ISSN:1469-7688
  • Container-title:Quantitative Finance
  • language:en
  • Short-container-title:Quantitative Finance

Author:

Demirer Riza1ORCID,Demos Guilherme2,Gupta Rangan34,Sornette Didier25

Affiliation:

1. Department of Economics & Finance, Southern Illinois University Edwardsville, Edwardsville, IL 62026-1102, USA

2. Department of Management, Technology and Economics, ETH Zürich, Zürich, Switzerland

3. Department of Economics, University of Pretoria, Pretoria 0002, South Africa

4. IPAG Business School, Paris, France

5. Swiss Finance Institute, c/o University of Geneva, Geneva, Switzerland

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Cited by 31 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Money demand function with time-varying coefficients;The Quarterly Review of Economics and Finance;2024-12

2. Stock market bubbles and the forecastability of gold returns and volatility;Applied Stochastic Models in Business and Industry;2024-08-22

3. Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets;Journal of Behavioral and Experimental Finance;2024-06

4. Monetary policy uncertainty and the price bubbles in energy markets;Energy Economics;2024-05

5. Stock market bubbles and the realized volatility of oil price returns;Energy Economics;2024-04
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