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Are we in a bubble? Financial vulnerabilities in semiconductor, Web3, and genetic engineering markets

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  • Wu, Zewen

Abstract

In the wake of the COVID-19 pandemic, investor interest in the Genetic Engineering sector surged, yet the literature largely overlooks potential price bubbles in this domain. Our study innovatively examines intrinsic price determinants, emphasizing their relation to human behavior. We rigorously investigate price bubbles in the Semiconductor, Web3, and Genetic Engineering sectors from August 2018 to August 2023, leveraging the methodologies of SADF and GSADF. By employing economically and computationally refined ratios, we accurately timestamp bubble occurrences. Our results indicate pronounced price bubble manifestations in all three sectors. Furthermore, GSADF-detected bubbles demonstrate heightened volatility compared to those identified by SADF.

Suggested Citation

  • Wu, Zewen, 2024. "Are we in a bubble? Financial vulnerabilities in semiconductor, Web3, and genetic engineering markets," International Review of Economics & Finance, Elsevier, vol. 90(C), pages 32-44.
    • Handle: RePEc:eee:reveco:v:90:y:2024:i:c:p:32-44
    DOI: 10.1016/j.iref.2023.11.002
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    Keywords

    Price bubbles; SADF and GSADF; Semiconductor; Web3; Genetic engineering;
    All these keywords.

    JEL classification:

    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets

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