Rational speculative bubble size in Hang Seng, S&P500 and Nikkei 225 index trend from year 1976 until 2016
Rational speculative bubble size happens when the prices of an asset surpass its intrinsic value. This bubbles are harmful when burst because its gives a big impact towards the economic. The aims of this study is to show the size of rational speculative bubble existed from year 1976 until 2016. The...
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my.umk.eprints.74232022-05-23T10:12:13Z http://discol.umk.edu.my/id/eprint/7423/ Rational speculative bubble size in Hang Seng, S&P500 and Nikkei 225 index trend from year 1976 until 2016 Borhan, Nurharyanti Abdul Halim, Nurfadhlina W. Ahmad, Wan Muhammad Amir Mamat, Mustafa Aleng, Nor Azlida Mokhtar, Kasypi Affendi Abdullah, Mohd Asrul Abdullah, Zailani Rational speculative bubble size happens when the prices of an asset surpass its intrinsic value. This bubbles are harmful when burst because its gives a big impact towards the economic. The aims of this study is to show the size of rational speculative bubble existed from year 1976 until 2016. The period are separated into four which are the first cycle is from 1/11976 to 6/12/1987, the second cycle happen in 7/12/1987 to 12/8/1998, 13/8/1998 to 26/10/2008 for the third cycle and 27/10/2008 to 31/12/2016 for the fourth cycle. This study is also emphasizing on the trend of the rational speculative bubble from one cycle to another cycle. This bubbles size was studied in three markets which are Hang Seng, S&P 500 and Nikkei 225 by using generalized Johansen-Ledoit-Sornette model. Indexed Article NonPeerReviewed text en http://discol.umk.edu.my/id/eprint/7423/1/RationalSpeculativeBubbleSizeinHangSengSP500andNikkei225IndexTrendFromYear1976to2016-2.pdf Borhan, Nurharyanti and Abdul Halim, Nurfadhlina and W. Ahmad, Wan Muhammad Amir and Mamat, Mustafa and Aleng, Nor Azlida and Mokhtar, Kasypi and Affendi Abdullah, Mohd Asrul and Abdullah, Zailani Rational speculative bubble size in Hang Seng, S&P500 and Nikkei 225 index trend from year 1976 until 2016. International Journal of Engineering and Technology (UAE). pp. 36-38. ISSN 2227524X https://www.sciencepubco.com |
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Rational speculative bubble size happens when the prices of an asset surpass its intrinsic value. This bubbles are harmful when burst because its gives a big impact towards the economic. The aims of this study is to show the size of rational speculative bubble existed from year 1976 until 2016. The period are separated into four which are the first cycle is from 1/11976 to 6/12/1987, the second cycle happen in 7/12/1987 to 12/8/1998, 13/8/1998 to 26/10/2008 for the third cycle and 27/10/2008 to 31/12/2016 for the fourth cycle. This study is also emphasizing on the trend of the rational speculative bubble from one cycle to another cycle. This bubbles size was studied in three markets which are Hang Seng, S&P 500 and Nikkei 225 by using generalized Johansen-Ledoit-Sornette model. |
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Indexed Article |
author |
Borhan, Nurharyanti Abdul Halim, Nurfadhlina W. Ahmad, Wan Muhammad Amir Mamat, Mustafa Aleng, Nor Azlida Mokhtar, Kasypi Affendi Abdullah, Mohd Asrul Abdullah, Zailani |
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Borhan, Nurharyanti Abdul Halim, Nurfadhlina W. Ahmad, Wan Muhammad Amir Mamat, Mustafa Aleng, Nor Azlida Mokhtar, Kasypi Affendi Abdullah, Mohd Asrul Abdullah, Zailani Rational speculative bubble size in Hang Seng, S&P500 and Nikkei 225 index trend from year 1976 until 2016 |
author_facet |
Borhan, Nurharyanti Abdul Halim, Nurfadhlina W. Ahmad, Wan Muhammad Amir Mamat, Mustafa Aleng, Nor Azlida Mokhtar, Kasypi Affendi Abdullah, Mohd Asrul Abdullah, Zailani |
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Borhan, Nurharyanti |
title |
Rational speculative bubble size in Hang Seng, S&P500 and Nikkei 225 index trend from year 1976 until 2016 |
title_short |
Rational speculative bubble size in Hang Seng, S&P500 and Nikkei 225 index trend from year 1976 until 2016 |
title_full |
Rational speculative bubble size in Hang Seng, S&P500 and Nikkei 225 index trend from year 1976 until 2016 |
title_fullStr |
Rational speculative bubble size in Hang Seng, S&P500 and Nikkei 225 index trend from year 1976 until 2016 |
title_full_unstemmed |
Rational speculative bubble size in Hang Seng, S&P500 and Nikkei 225 index trend from year 1976 until 2016 |
title_sort |
rational speculative bubble size in hang seng, s&p500 and nikkei 225 index trend from year 1976 until 2016 |
url |
http://discol.umk.edu.my/id/eprint/7423/1/RationalSpeculativeBubbleSizeinHangSengSP500andNikkei225IndexTrendFromYear1976to2016-2.pdf http://discol.umk.edu.my/id/eprint/7423/ https://www.sciencepubco.com |
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13.18916 |