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Time series analysis / Economic bubbles / Behavioral finance / Efficient-market hypothesis / J. Barkley Rosser /  Jr. / Financial crisis / Bubble / Autoregressive conditional heteroskedasticity / Volatility / Economics / Mathematical finance / Econometrics


15 NONLINEAR BUBBLES IN CHINESE STOCK MARKETS IN THE 1990s
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Document Date: 2007-12-14 11:41:04


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City

Shanghai / Boston / New York / Tianjin / Cardell / Shenzhen / GdaƄsk / Cambridge / Beijing / Elwood / Lexington / Harrisonburg / /

Company

Closed-End Country Funds / China Economy Press / MIT Press / Complex Financial Systems / Toronto Stock Exchange / Bullard / Princeton University Press / Pacific-Rim / Longlived Securities / Chinese Stock Market Year Listed / Pakistan Development Review / /

Country

Taiwan / Netherlands / Poland / Japan / Pakistan / United States / United Kingdom / China / /

Currency

pence / CNY / /

/

Event

Dividend Issuance / Natural Disaster / /

Facility

Jr. James Madison University / Beijing Normal University / James Madison University / Institute of Theoretical Physics / /

IndustryTerm

retail price index / power law distributions / bank / econometric software / /

MarketIndex

S&P 500 / SSE 50 / RPIDEX / Retail Price / /

NaturalFeature

Nile River / South Sea / /

Organization

MIT / European Economic Community / Princeton University / American Society of Civil Engineers / James Madison University / Russell Sage Foundation / Beijing Normal University / Institute of Theoretical Physics and Astrophysics / Chinese government / /

Person

Dwyer / Discount Bias / Gilles / Ahmed / James D. Hamilton / J.B. Rosser / Jr. / J. Barkley Rosser / Jr. / William A. Brock / LeRoy / R.W. Hafer / Deng Xiaoping / Bt / Jr / J.K. Uppal / Roger Koppl / G.P. Dywer / Jr. / /

Position

G.P. / Farmer / VAR Model of Shanghai Stock Index / General / Variable VAR Model Shanghai Stock Index / VAR Model Shanghai Stock Index / Stochastic Multi-Agent Model of Financial Markets / Forward / /

ProvinceOrState

Virginia / S.K. / Mississippi / Nova Scotia / /

PublishedMedium

Review of Economic Studies / Journal of Finance / The Pakistan Development Review / Journal of Economic Literature / Journal of Political Economy / The Quarterly Review / Review of Economics and Statistics / The Journal of Business / Journal of Econometrics / Journal of Applied Econometrics / Quarterly Journal of Economics / The Economic Journal / /

URL

http /

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