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On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators |
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| Authors: | Riza Demirer Rangan Gupta Didier Sornette |
| Institution: | 1. Department of Economics &2. Finance, Southern Illinois University Edwardsville, Edwardsville, IL 62026-1102, USA;3. Department of Economics, University of Pretoria, Pretoria 0002, South Africa;4. IPAG Business School, Paris, France;5. Department of Management, Technology and Economics, ETH Zürich, Zürich, Switzerland;6. Swiss Finance Institute, c/o University of Geneva, Geneva, Switzerland |
| Abstract: | |
| Keywords: | Financial bubble indicators LPPLS model Markov switching Predictability Short interest |