The financial economics of gold—A survey
We review the literature on gold as an investment. We summarize a wide variety of literature,
including the papers in this special issue of International Review of Financial Analysis to …
including the papers in this special issue of International Review of Financial Analysis to …
Measuring investor sentiment
G Zhou - Annual Review of Financial Economics, 2018 - annualreviews.org
Investor sentiment indicates how far an asset value deviates from its economic
fundamentals. In this article, we review various measures of investor sentiment based on …
fundamentals. In this article, we review various measures of investor sentiment based on …
Cryptocurrencies as a financial asset: A systematic analysis
This paper provides a systematic review of the empirical literature based on the major topics
that have been associated with the market for cryptocurrencies since their development as a …
that have been associated with the market for cryptocurrencies since their development as a …
Datestamping the Bitcoin and Ethereum bubbles
We examine the existence and dates of pricing bubbles in Bitcoin and Ethereum, two
popular cryptocurrencies using the (Phillips et al., 2011) methodology. In contrast to …
popular cryptocurrencies using the (Phillips et al., 2011) methodology. In contrast to …
Co-explosivity in the cryptocurrency market
Most of the limited evidence on the exponential price spikes (ie price explosivity) in the
cryptocurrency market mainly considers the case of Bitcoin, although other cryptocurrencies …
cryptocurrency market mainly considers the case of Bitcoin, although other cryptocurrencies …
Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin
Amid its rapidly increasing usage and immense public interest the subject of Bitcoin has
raised profound economic and societal issues. In this paper we undertake economic and …
raised profound economic and societal issues. In this paper we undertake economic and …
Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500
Recent work on econometric detection mechanisms has shown the effectiveness of
recursive procedures in identifying and dating financial bubbles in real time. These …
recursive procedures in identifying and dating financial bubbles in real time. These …
Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices
The creation of bitcoin heralded the arrival of digital or crypto-currency and has been
regarded as a phenomenon. Since its introduction, it has experienced a meteoric rise in …
regarded as a phenomenon. Since its introduction, it has experienced a meteoric rise in …
Driven by fundamentals or exploded by emotions: Detecting bubbles in oil prices
Crude oil is the world's largest energy commodity, and its domestic and international
supplies affect the short-term and long-term economic balances of many countries. It also …
supplies affect the short-term and long-term economic balances of many countries. It also …
[HTML][HTML] Did bubble activity intensify during COVID-19?
PK Narayan - Asian Economics Letters, 2020 - ael.scholasticahq.com
In this note, we utilize hourly exchange rate data for Japanese Yen, Canadian dollar,
European Euro and the British pound to search for possible bubble type behavior. We …
European Euro and the British pound to search for possible bubble type behavior. We …