Rok 2023

• Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles

  Publikacja

  • M. Potrykus

  - International Review of Financial Analysis - Rok 2023

  This paper used the GSADF test to determine the periods defined in this paper as price bubbles in the three markets studied, i.e. the investment wine market, precious metal market and national stock market indices of G-7 countries. The results obtained enabled the calculation of the values of the phi correlation coefficients, which served the research objective of assessing the co-occurrence of price bubbles in the markets analysed....

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Rok 2022

• Diamond investments – Is the market free from multiple price bubbles?

  Publikacja

  • M. Potrykus

  - International Review of Financial Analysis - Rok 2022

  The following study aims to investigate whether multiple price bubbles, in which the quoted market price of diamonds significantly deviates from their fundamental value, exist in the diamond market. It was conducted using ADF, SADF and GSADF tests, with the latter found to be an optimal form of evaluating the analysed issue. The presented results support the conclusion that the diamond market is not free from periods defined as...

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