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
    R1