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.

One thought on “Asset Price Bubbles: An Option-Based Indicator

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s