The financial economics of gold—A survey

FA O'Connor, BM Lucey, JA Batten, DG Baur - International Review of …, 2015 - Elsevier
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 …

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 …

Cryptocurrencies as a financial asset: A systematic analysis

S Corbet, B Lucey, A Urquhart, L Yarovaya - International Review of …, 2019 - Elsevier
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 …

Datestamping the Bitcoin and Ethereum bubbles

S Corbet, B Lucey, L Yarovaya - Finance Research Letters, 2018 - Elsevier
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 …

Co-explosivity in the cryptocurrency market

E Bouri, SJH Shahzad, D Roubaud - Finance Research Letters, 2019 - Elsevier
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 …

Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin

ET Cheah, J Fry - Economics letters, 2015 - Elsevier
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 …

Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500

PCB Phillips, S Shi, J Yu - International economic review, 2015 - Wiley Online Library
Recent work on econometric detection mechanisms has shown the effectiveness of
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

A Cheung, E Roca, JJ Su - Applied Economics, 2015 - Taylor & Francis
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 …

Driven by fundamentals or exploded by emotions: Detecting bubbles in oil prices

M Umar, CW Su, SKA Rizvi, OR Lobonţ - Energy, 2021 - Elsevier
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 …

[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 …