{"id":"https://openalex.org/W2806152568","doi":"https://doi.org/10.1007/s10644-018-9230-0","title":"Identification of multiple stock bubbles in an emerging market: application of GSADF approach","display_name":"Identification of multiple stock bubbles in an emerging market: application of GSADF approach","publication_year":2018,"publication_date":"2018-05-28","ids":{"openalex":"https://openalex.org/W2806152568","doi":"https://doi.org/10.1007/s10644-018-9230-0","mag":"2806152568"},"language":"en","primary_location":{"id":"doi:10.1007/s10644-018-9230-0","doi":"https://doi.org/10.1007/s10644-018-9230-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10644-018-9230-0","pdf_url":null,"source":{"id":"https://openalex.org/S4210193400","display_name":"Economic Change and Restructuring","issn_l":"1573-9414","issn":["1573-9414","1574-0277"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Economic Change and Restructuring","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5048609382","display_name":"Ayesha Liaqat","orcid":"https://orcid.org/0000-0002-4303-0862","observed_orcids":["https://orcid.org/0000-0002-4303-0862","https://orcid.org/0000-0002-5761-3524"]},"institutions":[{"id":"https://openalex.org/I172780181","display_name":"University of the Punjab","ror":"https://ror.org/011maz450","country_code":"PK","type":"education","lineage":["https://openalex.org/I172780181"]}],"countries":["PK"],"is_corresponding":false,"raw_author_name":"Ayesha Liaqat","raw_affiliation_strings":["Hailey College of Banking and Finance, University of the Punjab, Lahore, Pakistan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Hailey College of Banking and Finance, University of the Punjab, Lahore, Pakistan","institution_ids":["https://openalex.org/I172780181"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5016673778","display_name":"Mian Sajid Nazir","orcid":"https://orcid.org/0000-0003-1857-4531","observed_orcids":["https://orcid.org/0000-0003-1857-4531","https://orcid.org/0009-0000-8785-3265"]},"institutions":[{"id":"https://openalex.org/I16076960","display_name":"COMSATS University Islamabad","ror":"https://ror.org/00nqqvk19","country_code":"PK","type":"education","lineage":["https://openalex.org/I16076960"]},{"id":"https://openalex.org/I4405286083","display_name":"COMSATS University Islamabad, Lahore Campus","ror":"https://ror.org/012zjsd73","country_code":"PK","type":"education","lineage":["https://openalex.org/I16076960","https://openalex.org/I4405286083"]}],"countries":["PK"],"is_corresponding":true,"raw_author_name":"Mian Sajid Nazir","raw_affiliation_strings":["Department of Management Sciences, COMSATS University Islamabad, Lahore Campus, Lahore, Pakistan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Management Sciences, COMSATS University Islamabad, Lahore Campus, Lahore, Pakistan","institution_ids":["https://openalex.org/I16076960","https://openalex.org/I4405286083"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5041038731","display_name":"Iftikhar Ahmad","orcid":"https://orcid.org/0000-0002-6207-6102","observed_orcids":["https://orcid.org/0000-0002-6207-6102"]},"institutions":[{"id":"https://openalex.org/I172780181","display_name":"University of the Punjab","ror":"https://ror.org/011maz450","country_code":"PK","type":"education","lineage":["https://openalex.org/I172780181"]}],"countries":["PK"],"is_corresponding":false,"raw_author_name":"Iftikhar Ahmad","raw_affiliation_strings":["Hailey College of Banking and Finance, University of the Punjab, Lahore, Pakistan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Hailey College of Banking and Finance, University of the Punjab, Lahore, Pakistan","institution_ids":["https://openalex.org/I172780181"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5016673778"],"corresponding_institution_ids":["https://openalex.org/I16076960","https://openalex.org/I4405286083"],"apc_list":{"value":3290,"currency":"USD","value_usd":3290},"apc_paid":null,"fwci":2.646,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":{"value":0.90327823,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"52","issue":"3","first_page":"301","last_page":"326"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9711999893188477,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9711999893188477,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.007300000172108412,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.006500000134110451,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock-market-bubbles","display_name":"stock market bubbles","score":0.8410000205039978},{"id":"https://openalex.org/keywords/multiple-bubbles","display_name":"multiple bubbles","score":0.8529999852180481},{"id":"https://openalex.org/keywords/kse-100-index","display_name":"KSE-100 index","score":0.847000002861023},{"id":"https://openalex.org/keywords/pakistan-stock-exchange","display_name":"Pakistan Stock Exchange","score":0.9340000152587891},{"id":"https://openalex.org/keywords/manufacturing-industry","display_name":"manufacturing industry","score":0.6349999904632568},{"id":"https://openalex.org/keywords/emerging-stock-markets","display_name":"emerging stock markets","score":0.7710000276565552},{"id":"https://openalex.org/keywords/stock-price-dynamics","display_name":"stock price dynamics","score":0.5519999861717224},{"id":"https://openalex.org/keywords/bubble-detection","display_name":"bubble detection","score":0.35899999737739563}],"concepts":[{"id":"https://openalex.org/C128063223","wikidata":"https://www.wikidata.org/wiki/Q10380929","display_name":"Augmented Dickey\u2013Fuller test","level":3,"score":0.7201972603797913},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.7171499729156494},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.6939507722854614},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6745699048042297},{"id":"https://openalex.org/C12747933","wikidata":"https://www.wikidata.org/wiki/Q13405082","display_name":"Stock market bubble","level":4,"score":0.6059210896492004},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.5368566513061523},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5229324102401733},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.49907946586608887},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4104980230331421},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.15068107843399048},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.09609547257423401},{"id":"https://openalex.org/C129824826","wikidata":"https://www.wikidata.org/wiki/Q2630107","display_name":"Granger causality","level":2,"score":0.09047374129295349},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10644-018-9230-0","doi":"https://doi.org/10.1007/s10644-018-9230-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10644-018-9230-0","pdf_url":null,"source":{"id":"https://openalex.org/S4210193400","display_name":"Economic Change and Restructuring","issn_l":"1573-9414","issn":["1573-9414","1574-0277"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Economic Change and Restructuring","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:kap:ecopln:v:52:y:2019:i:3:d:10.1007_s10644-018-9230-0","doi":null,"is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10644-018-9230-0","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":46,"referenced_works":["https://openalex.org/W857271613","https://openalex.org/W1500094476","https://openalex.org/W1537543935","https://openalex.org/W1538838591","https://openalex.org/W1556316478","https://openalex.org/W1562652581","https://openalex.org/W1594931362","https://openalex.org/W1718969698","https://openalex.org/W1838127246","https://openalex.org/W1988383381","https://openalex.org/W1990205448","https://openalex.org/W1998293659","https://openalex.org/W2010997253","https://openalex.org/W2017300571","https://openalex.org/W2031732490","https://openalex.org/W2044916993","https://openalex.org/W2045504774","https://openalex.org/W2063516084","https://openalex.org/W2063676866","https://openalex.org/W2065017084","https://openalex.org/W2065273716","https://openalex.org/W2067236397","https://openalex.org/W2078036028","https://openalex.org/W2090187618","https://openalex.org/W2097534958","https://openalex.org/W2098987720","https://openalex.org/W2109256327","https://openalex.org/W2139238934","https://openalex.org/W2345348023","https://openalex.org/W2425801280","https://openalex.org/W2509259464","https://openalex.org/W2530770397","https://openalex.org/W2553103992","https://openalex.org/W2553889882","https://openalex.org/W2607860785","https://openalex.org/W2756180617","https://openalex.org/W3118149923","https://openalex.org/W3121133327","https://openalex.org/W3121287044","https://openalex.org/W3121799798","https://openalex.org/W3122137327","https://openalex.org/W3122591519","https://openalex.org/W3123076868","https://openalex.org/W3123425418","https://openalex.org/W3125260748","https://openalex.org/W4300567850"],"related_works":["https://openalex.org/W3134724128","https://openalex.org/W4375930846","https://openalex.org/W4408882275","https://openalex.org/W2938045290","https://openalex.org/W2370724107","https://openalex.org/W7112647085","https://openalex.org/W2789760958","https://openalex.org/W7110790219","https://openalex.org/W4382065292","https://openalex.org/W4385498432"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2}],"updated_date":"2026-10-24T09:50:30.924529","created_date":"2018-06-13T00:00:00"}
