摘要翻译:
最近的学术工作开发了一种方法,可以实时地确定给定的股票是否存在价格泡沫。目前,金融媒体猜测LinkedIn最近首次公开募股后存在价格泡沫。我们分析了这只股票在2011年5月24日之前的短暂生命周期中的股价数据,我们发现LinkedIn存在价格泡沫。
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英文标题:
《Is there a bubble in LinkedIn's stock price?》
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作者:
Robert Jarrow, Younes Kchia and Philip Protter
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最新提交年份:
2011
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Risk Management 风险管理
分类描述:Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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一级分类:Quantitative Finance 数量金融学
二级分类:Statistical Finance 统计金融
分类描述:Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要:
Recent academic work has developed a method to determine, in real time, if a given stock is exhibiting a price bubble. Currently there is speculation in the financial press concerning the existence of a price bubble in the aftermath of the recent IPO of LinkedIn. We analyze stock price tick data from the short lifetime of this stock through May 24, 2011, and we find that LinkedIn has a price bubble.
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PDF链接:
https://arxiv.org/pdf/1105.5717