Concept
Economic bubble
Related publications (57)
Interactions of Cavitation Bubbles with Deformable Interfaces
Cavitation is a topic that has long been of interest due to the large and growing range of applications associated with it. This is mainly because the collapse of cavitation bubbles releases a considerable amount of energy into the surrounding environment. ...
EPFL2023Demand-based Asset Pricing: Theory, Estimation and Applications
This thesis investigates the relationship between investors' demand shocks and asset pricesthrough the use of data on portfolio holdings. In three chapters, I study the theory, estimation,and application of demand-based asset pricing models, which incorpor ...
EPFL2023Essays in Empirical Asset Pricing
This thesis consists of three applications of machine learning techniques to empirical asset pricing.In the first part, which is co-authored work with Oksana Bashchenko, we develop a new method that detects jumps nonparametrically in financial time series ...
EPFL2022High-Frequency Jump Analysis of the Bitcoin Market
Christopher Trevisan, Adrien Treccani
We use the database leak of Mt. Gox exchange to analyze the dynamics of the price of bitcoin from June 2011 to November 2013. This gives us a rare opportunity to study an emerging retail-focused, highly speculative and unregulated market with trader identi ...
OXFORD UNIV PRESS2020