Detecting Stock Market Bubbles Based on the Cross-Sectional Dispersion of Stock Prices

Takayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabe. Detecting Stock Market Bubbles Based on the Cross-Sectional Dispersion of Stock Prices. In Hiroshi Sato, Saori Iwanaga, Akira Ishii, editors, Proceedings of the 23rd Asia Pacific Symposium on Intelligent and Evolutionary Systems, Tottori, Japan, December 6-8, 2019. pages 194-202, Springer, 2019. [doi]

@inproceedings{MizunoOW19,
  title = {Detecting Stock Market Bubbles Based on the Cross-Sectional Dispersion of Stock Prices},
  author = {Takayuki Mizuno and Takaaki Ohnishi and Tsutomu Watanabe},
  year = {2019},
  doi = {10.1007/978-3-030-37442-6_18},
  url = {https://doi.org/10.1007/978-3-030-37442-6_18},
  researchr = {https://researchr.org/publication/MizunoOW19},
  cites = {0},
  citedby = {0},
  pages = {194-202},
  booktitle = {Proceedings of the 23rd Asia Pacific Symposium on Intelligent and Evolutionary Systems, Tottori, Japan, December 6-8, 2019},
  editor = {Hiroshi Sato and Saori Iwanaga and Akira Ishii},
  publisher = {Springer},
  isbn = {978-3-030-37442-6},
}