Shanghai
China
East China University of Science and Technology (ECUST)
financial bubbles, momentum, positive feedback, time-horizon, quasi-likelihood, finite-time-singularity
Systemic risks, Market crash, Stock market, Portfolio overlaps, Fragility, Network theory
financial bubbles, super-exponential, systemic risks, Hidden Markov Modeling, transfer entropy, speculative influence network, early warning system, Chinese stock market
asset pricing, financial risks, financial bubbles, excess volatility, fat tail distribution of returns, equity puzzle, earning yield, earning-over-price
