Ken Bastiaensen

BNP Paribas

Brussels

Belgium

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese Stock Market Bubbles

Number of pages: 28 Posted: 28 Sep 2009
East China University of Science and Technology (ECUST), East China University of Science and Technology - School of Business, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich, BNP Paribas and ETH Zürich
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Citation 17

Abstract:

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stock market crash, financial bubble, Chinese markets, rational expectation bubble, herding, log-periodic power law, Lomb spectral analysis, unit-root test

Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese Stock Market Bubbles

CCSS working Paper No. CCSS-09-008
Number of pages: 30 Posted: 27 Apr 2010
East China University of Science and Technology (ECUST), East China University of Science and Technology - School of Business, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich, BNP Paribas and ETH Zürich
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Citation 6

Abstract:

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Stock market crash, financial bubble, Chinese markets, rational expectation bubble, log-periodic power law