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]

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