Economics-Based Financial Bubbles (and Why They Imply Strict Local Martingales)

SSRN Electronic Journal ◽

10.2139/ssrn.2566815 ◽

2015 ◽

Cited By ~ 2

Author(s):

Martin Herdegen ◽

Martin Schweizer

Keyword(s):

Financial Bubbles ◽

Strict Local Martingales

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Relative Wealth Concerns and Financial Bubbles

CFA Digest ◽

10.2469/dig.v38.n3.23 ◽

2008 ◽

Vol 38 (3) ◽

pp. 53-54

Author(s):

Johann U. de Villiers

Keyword(s):

Financial Bubbles ◽

Relative Wealth

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Manias and Mimesis: Applying René Girard’s Mimetic Theory to Financial Bubbles

SSRN Electronic Journal ◽

10.2139/ssrn.3469465 ◽

2019 ◽

Author(s):

Byrne Hobart ◽

Tobias Huber

Keyword(s):

Mimetic Theory ◽

Financial Bubbles

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Boom and Bust: A Global History of Financial Bubbles. By William Quinn and John D. Turner. New York: Cambridge University Press, 2020. Pp. 3296. $24.95, hardcover.

The Journal of Economic History ◽

10.1017/s0022050721000255 ◽

2021 ◽

Vol 81 (2) ◽

pp. 647-648

Author(s):

Larry Neal

Keyword(s):

New York ◽

Global History ◽

Cambridge University ◽

Financial Bubbles ◽

Boom And Bust ◽

History Of

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New models of trader beliefs and their application for explaining financial bubbles

Economic Modelling ◽

10.1016/j.econmod.2011.06.012 ◽

2011 ◽

Vol 28 (5) ◽

pp. 2215-2227 ◽

Cited By ~ 4

Author(s):

Zhiping Chen ◽

Qihong Duan

Keyword(s):

Financial Bubbles ◽

New Models

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A model of financial bubbles and drawdowns with non-local behavioral self-referencing

SSRN Electronic Journal ◽

10.2139/ssrn.3995532 ◽

2021 ◽

Author(s):

Yannick Malevergne ◽

Didier Sornette ◽

Ran Wei

Keyword(s):

Financial Bubbles ◽

Non Local

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Cryptocurrencies as financial bubbles: The case of Bitcoin

Finance Research Letters ◽

10.1016/j.frl.2018.11.011 ◽

2019 ◽

Vol 31 ◽

Cited By ~ 22

Author(s):

Julian Geuder ◽

Harald Kinateder ◽

Niklas F. Wagner

Keyword(s):

Financial Bubbles

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Detecting Strict Local Martingales

Functionals of Multidimensional Diffusions with Applications to Finance - Bocconi & Springer Series ◽

10.1007/978-3-319-00747-2_17 ◽

2013 ◽

pp. 397-403

Author(s):

Jan Baldeaux ◽

Eckhard Platen

Keyword(s):

Strict Local Martingales

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Can we use volatility to diagnose financial bubbles? lessons from 40 historical bubbles

Quantitative Finance and Economics ◽

10.3934/qfe.2018.1.486 ◽

2018 ◽

Vol 2 (1) ◽

pp. 486-590 ◽

Cited By ~ 37

Author(s):

Didier Sornette ◽

◽

Peter Cauwels ◽

Georgi Smilyanov ◽

Keyword(s):

Financial Bubbles

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A Consistent Model of 'Explosive' Financial Bubbles with Mean-Reversing Residuals

SSRN Electronic Journal ◽

10.2139/ssrn.1407574 ◽

2009 ◽

Cited By ~ 13

Author(s):

Li Lin ◽

Ruoen Ren ◽

Didier Sornette

Keyword(s):

Financial Bubbles ◽

Consistent Model

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Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles

SSRN Electronic Journal ◽

10.2139/ssrn.3006642 ◽

2017 ◽

Cited By ~ 1

Author(s):

Didier Sornette ◽

Peter Cauwels ◽

Georgi Smilyanov

Keyword(s):

Financial Bubbles

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