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- Title
PRICE BUBBLES ON THE FINANCIAL MARKET: SIGNS OF FORMATION AND ALGORITHM OF DETECTION.
- Authors
SHEVCHUK, Oleksandra O.; DROBINKO, Roman R.
- Abstract
The article summarizes the signs (indicators) of price bubbles development, reveals the general conditions that contribute to the formation of price bubbles; conducted empirical studies using historical data to determine the signs of asset prices trend change in the financial market; statistical methods and algorithm of detection of existing price bubbles in stock markets are proposed. Scientific and methodological approaches to the analysis of bubbles suggested in the article make it possible to analyze the current market situation, to determine (with a certain degree of probability) the presence of bubbles in the market for investment decisions.
- Subjects
ECONOMIC bubbles; FINANCIAL markets; ECONOMIC indicators
- Publication
Financial Space, 2015, Issue 3, p183
- ISSN
2304-1676
- Publication type
Article