SPECULATIVE BUBBLE IN CAPITAL MARKET

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SHARIATPANAHI S.M.; ROGHANIAN HANIYEH

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Journal Paper

Paper Information

Journal: FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES) Year:2011 | Volume:4 | Issue:11 Page(s): 146-162

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Information Journal Paper

Title

SPECULATIVE BUBBLE IN CAPITAL MARKET

Author(s)

SHARIATPANAHI S.M. | ROGHANIAN HANIYEH | Issue Writer Certificate

Keywords

SPECULATIVE BUBBLEQ4

TEHRAN STOCK EXCHANGE INDEXQ4

INDUSTRIAL INDEXQ4

RELATIVE SIZE OF BUBBLEQ4

ABNORMAL VOLUMEQ4

Abstract

Capital Market as the base of financial interactions is needful to have a perfect supervision. Because defects in basic factors like efficiency, regulation and investors learning, cause Capital Market to wander and emerging the phenomenal in the name of bubble. Bubble is the proximate and intensive growth in prices that is result of optimistic expectations. Demand is increasing by following the optimistic expectations and it is the cause of increasing price. At the end, by reverse expectations, we have decreasing price and crisis. This research has first some introduction about bubble and its inducements, by following the regime switching model, representation by Brooks and Katsaris (2005), then we recognize SPECULATIVE BUBBLE in the TEHRAN STOCK EXCHANGE INDEX and 5 INDUSTRIAL INDEX (Felezate asasi, Siman, kani felezi, khodro, kok va tasfieh Faraverde nafti) in the term of 1383–1387. The main variables in this model are RELATIVE SIZE OF BUBBLE and ABNORMAL VOLUME.

Cites

INVESTIGATING THE ROLE OF INVESTOR TYPES IN THE FORMATION OF BEHAVIORAL BUBBLES IN TEHRAN STOCK EXCHANGE USING VECTOR AUTOREGRESSIVE MODEL

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APA: Copy

SHARIATPANAHI, S.M., & ROGHANIAN, HANIYEH. (2011). SPECULATIVE BUBBLE IN CAPITAL MARKET. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), 4(11), 146-162. SID. https://sid.ir/paper/200046/en

Vancouver: Copy

SHARIATPANAHI S.M., ROGHANIAN HANIYEH. SPECULATIVE BUBBLE IN CAPITAL MARKET. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES)[Internet]. 2011;4(11):146-162. Available from: https://sid.ir/paper/200046/en

IEEE: Copy

S.M. SHARIATPANAHI, and HANIYEH ROGHANIAN, “SPECULATIVE BUBBLE IN CAPITAL MARKET,” FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), vol. 4, no. 11, pp. 146–162, 2011, [Online]. Available: https://sid.ir/paper/200046/en

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