• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Behavioral Macro and Complexity
      • Econometrics and Data Science Methods for Business and Economics and Finance
      • Experimenting with Communication – A Hands-on Summer School
      • Inequalities in Health and Healthcare
      • Introduction in Genome-Wide Data Analysis
      • Research on Productivity, Trade, and Growth
      • Summer School Business Data Science Program
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
  • Summer School
  • Alumni
  • Times

13-109/VIII - Herding Behaviour, Bubbles and Log Periodic Power Laws in Illiquid Stock Markets. A Case Study on the Bucharest Stock Exchange

  • Authors
    Daniel Traian Pele, Bucharest University of Economic Studies, Bucharest, Romania; Miruna Mazurencu-Marinescu, Bucharest University of Economic Studies, Bucharest, Romania; Peter Nijkamp, VU University Amsterdam
  • Publication date
    August 5, 2013
  • Keywords
    Log-periodic Power Law, Stock Market Bubble, Crash
  • JEL