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The paper explores the characteristics associated with the formation of bubbles that occurred in the Hong Kong stock market in 1997 and 2007, as well as the 2000 dot-com bubble of Nasdaq. It examines the profitability of technical analysis ( TA ) strategies generating buy and sell signals, with and without our proposed trading rules. The empirical results show that, by applying long and short strategies during the bubble formation and a short strategy after the bubble burst, it not only produces returns that are significantly greater than buy-and-hold strategies, but also produces greater wealth compared with TA strategies without trading rules. We conclude that these bubble detection signals help investors generate greater wealth from applying appropriate long and short moving average ( MA ) strategies.

The key to reviewing the impact of archetypal forces on the dot.com bubbleand US property bubbles and studying the reigning zeitgeists at the time is pointing out the specific archetypes related to the assets in question. This method reviews a new high‐technology industry with almost alchemical features and residential properties. The archetypal influences also coloured other trends and fads in society, which provides further anecdotes. The inception of the down trend of these two bubbles was preceded by archetypal symbols that indicated the altering or termination of the existing zeitgeist.

The earliest days of the virtual jazz world were summed up by Bret Primack, who wrote inJazz Timesin 1998, “The Internet is the fastest growing phenomenon in the history of mankind. In less than a decade, it has gone from a concept to an obsession. For jazz, Net activity is burgeoning, dramatically” (Primack 1998). One website that was part of this dramatic growth was Jazz Central Station, which appeared in 1996 and was maintained by record label N2K. Most new web-based ventures, however, did not last, and were victims of what would come to be called the burst

After the 2007 credit crisis, financial bubbles have once again emerged as a topic of current concern. An open problem is to determine in real time whether or not a given asset's price process exhibits a bubble. Due to recent progress in the characterization of asset price bubbles using the arbitrage-free martingale pricing technology, we are able to propose a new methodology for answering this question based on the asset's price volatility. We limit ourselves to the special case of a risky asset's price being modeled by a Brownian driven stochastic differential equation. Such models are ubiquitous both in theory and in practice. Our methods use sophisticated volatility estimation techniques combined with the method of reproducing kernel Hilbert spaces. We illustrate these techniques using several stocks from the alleged Internet dot-com episode of 1998-2001, where price bubbles were widely thought to have existed. Our results confirm the suspicions of the presence of bubbles in many of the dot-com stocks of 1998-2001.

The seeds for the recession that spanned December 2007 through June 2009 were sown 80 years earlier, during the Great Depression. This chapter discusses the prospect of a deep, lengthy recession that the United States faced after the dot‐com crash and the subsequent bear market. Through a series of aggressive rate cuts, Alan Greenspan, the chairman of the Federal Reserve, replaced one bubble, Internet stocks, with another: real estate. By dramatically relaxing lending standards and interest rates, the U.S. government put inflated an enormous credit bubble that fueled consumer spending, real estate values, and the global economy, only to see it collapse into the worst financial crisis since the 1930s. The unknown outcome from the entire crisis as of this writing is what will become of the staggering and persistent deficits that the U.S. government is generating. The cure for the ills of the financial crisis may, in the end, require another cure of its own.