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In this research we perform hedonic regression model to examine the residential property price determinants in the city of Boulder in the state of Colorado, USA. The urban housing markets are too compounded to be considered as homogeneous…

General Economics · Economics 2021-08-06 Mahdieh Yazdani

In the face of a pandemic, urban protests, and an affordability crisis, is the desirability of dense urban settings at a turning point? Assessing cities' long term trends remains challenging. The first part of this chapter describes the…

General Economics · Economics 2020-10-12 Amine Ouazad

Using new annual data of 16 developed countries across bond, equity, and housing markets, I study the return predictability using the payout-price ratios, i.e., coupon price, dividend price, and rent price. None of the 48 country-asset…

General Finance · Quantitative Finance 2022-09-02 Yang Bai

In this paper we report on bubble growth rates and on the statistics of bubble topology for the coarsening of a dry foam contained in the narrow gap between two hemispheres. By contrast with coarsening in flat space, where six-sided bubbles…

Soft Condensed Matter · Physics 2013-05-06 A. E. Roth , C. D. Jones , D. J. Durian

Numerical data for all movies released in theaters in the USA during the period 1997-2003 are examined for the distribution of their popularity in terms of (i) the number of weeks they spent in the Top 60 according to the weekend earnings,…

Other Condensed Matter · Physics 2009-11-10 Sitabhra Sinha , S. Raghavendra

We calculated the cross correlations between the half-hourly times series of the ten Dow Jones US economic sectors over the period February 2000 to August 2008, the two-year intervals 2002--2003, 2004--2005, 2008--2009, and also over 11…

Statistical Finance · Quantitative Finance 2015-05-20 Yiting Zhang , Gladys Hui Ting Lee , Jian Cheng Wong , Jun Liang Kok , Manamohan Prusty , Siew Ann Cheong

This paper deals with asset price bubbles modeled by strict local martingales. With any strict local martingale, one can associate a new measure, which is studied in detail in the first part of the paper. In the second part, we determine…

Probability · Mathematics 2016-08-14 Constantinos Kardaras , Dörte Kreher , Ashkan Nikeghbali

Prediction of events in financial markets is every investor's dream and, usually, wishful thinking. From a more general, economic and societal viewpoint, the identification of indicators for large events is highly desirable to assess…

Risk Management · Quantitative Finance 2022-08-11 Anton J. Heckens , Thomas Guhr

We present a general equilibrium macro-finance model with a positive feedback loop between capital investment and land price. As leverage is relaxed beyond a critical value, through the financial accelerator, a phase transition occurs from…

Theoretical Economics · Economics 2024-02-15 Tomohiro Hirano , Ryo Jinnai , Alexis Akira Toda

Personal income distribution in the USA has a well-defined two-class structure. The majority of population (97-99%) belongs to the lower class characterized by the exponential Boltzmann-Gibbs ("thermal") distribution, whereas the upper…

Other Condensed Matter · Physics 2008-12-02 A. Christian Silva , Victor M. Yakovenko

The primary objective of this paper was to investigate whether the growth in the major US asset indices could be a function of the US broad money supply and/or US GDP, over the time period 2001 to 2019, using an information entropy…

Statistical Finance · Quantitative Finance 2021-06-15 Laurence Lacey

Our study empirically predicts the bubble of non-fungible tokens (NFTs): transferable and unique digital assets on public blockchains. This topic is important because, despite their strong market growth in 2021, NFTs on a project basis have…

Statistical Finance · Quantitative Finance 2022-06-17 Kensuke Ito , Kyohei Shibano , Gento Mogi

In this study interest centers on regional differences in the response of housing prices to monetary policy shocks in the US. We address this issue by analyzing monthly home price data for metropolitan regions using a factor-augmented…

A dynamical model is introduced for the formation of a bullish or bearish trends driving an asset price in a given market. Initially, each agent decides to buy or sell according to its personal opinion, which results from the combination of…

Physics and Society · Physics 2011-06-09 Serge Galam

In recent years Australia has observed a growing, unexplained resilience of increasing house price trends. Here, we seek to understand what is driving Australia's indestructible asset using insights from market experts. We construct a…

General Finance · Quantitative Finance 2026-04-22 Grace Burtenshaw , Ashley Burtenshaw , Meagan Carney

We first investigate the evolution of opening and closing auctions volumes of US equities along the years. We then report dynamical properties of pre-auction periods: the indicative match price is strongly mean-reverting because the…

Trading and Market Microstructure · Quantitative Finance 2018-10-08 Damien Challet , Nikita Gourianov

The predictions of the S&P 500 returns made in 2007 have been tested and the underlying models amended. The period between 2003 and 2008 should be described by the dependence of the S&P 500 stock market index on real GDP because the…

Statistical Finance · Quantitative Finance 2010-04-02 Ivan O. Kitov , Oleg I. Kitov

The increasing occurrence of natural hazards such as wildfires and drought, along with urban expansion and land consumption, causes increasing levels of fire risk to populations and human settlements. Moreover, increasing geopolitical…

Breaking waves generate a distribution of bubble sizes that evolves over time. Knowledge of how this distribution evolves is of practical importance for maritime and climate studies. The analytical framework developed in Part 1 examined how…

Fluid Dynamics · Physics 2020-12-10 Wai Hong Ronald Chan , Perry L. Johnson , Parviz Moin , Javier Urzay

We develop a deep learning model of multi-period mortgage risk and use it to analyze an unprecedented dataset of origination and monthly performance records for over 120 million mortgages originated across the US between 1995 and 2014. Our…

Statistical Finance · Quantitative Finance 2018-03-13 Justin Sirignano , Apaar Sadhwani , Kay Giesecke
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