Stock market bubble detection based on the price dispersion among similar listed Firms

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学術機関リポジトリデータベース（IRDB）（機関リポジトリ）

Stock market bubble detection based on the price dispersion among similar listed Firms

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Summary, etc.：: A statistical method is proposed for detecting stock market bubbles that occur when speculative funds concentrate on a small set of stocks. The bubble...

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Material Type: 文書・図像類
Title: Stock market bubble detection based on the price dispersion among similar listed Firms
Author/Editor: Mizuno, Takayuki
Ohnishi, Takaaki
Watanabe, Tsutomu
Author Heading: Mizuno, Takayuki
Ohnishi, Takaaki
Watanabe, Tsutomu
Publication, Distribution, etc.: Institute of Economic Research, Hitotsubashi University
Publication Date: 2017-04
Publication Date (W3CDTF): 2017-04
Text Language Code: eng
Subject Heading: Stock market
Financial bubble
Nowcast
Power law
Target Audience: 一般
Note (General): 基盤研究(S) = Grants-in-Aid for Scientific Research (S)
Format (IMT): application/pdf
Source: comment：fulltext
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/28518/wp067.pdf
Access Restrictions: インターネット公開
Related Material (URI): URI
http://www.ier.hit-u.ac.jp/hit-refined/
Periodical Title: HIT-REFINED Working Paper Series ; No. 67
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources