Asset Price Bubbles: An Option-Based Indicator

Together with Petteri Piiroinen (University of Helsinki), Lassi Roininen (Univerity of Oulu) and my colleague Tobias Schoden at Deka Investment we have developed an option-based indicator for short-term asset price bubbles. One of the findings in the corresponding publication (which can be found here) is that in the sector of tech stocks short-term bubbles are quite common nowadays.

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