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Rational bubbles : A test

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Author Info
Craine, Roger
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File URL: http://www.sciencedirect.com/science/article/B6V85-45JK57J-1Y/2/648616fdc279408d7a61a8adbbf3047b
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 17 (1993)
Issue (Month): 5-6 ()
Pages: 829-846
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Handle: RePEc:eee:dyncon:v:17:y:1993:i:5-6:p:829-846

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  1. Nathan S. Balke & Mark E. Wohar, 2009. "Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 35-75. [Downloadable!]
  2. Min Hwang & John Quigley & Jae-young Son, 2006. "The Dividend Pricing Model: New Evidence from the Korean Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 205-228, May. [Downloadable!] (restricted)
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  3. Hans-Joachim Voth, 2000. "A Tale of Five Bubbles- Asset Price Inflation and Central Bank Policy in Historical Perspective," CEPR Discussion Papers 416, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]
  4. John H. Cochrane, 1997. "Where is the market going? Uncertain facts and novel theories," Economic Perspectives, Federal Reserve Bank of Chicago, issue Nov, pages 3-37. [Downloadable!]
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  5. John H. Cochrane, 2006. "The Dog That Did Not Bark: A Defense of Return Predictability," NBER Working Papers 12026, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Voth, Hans-Joachim, 2002. "With a Bang, Not a Whimper: Pricking Germany's 'Stock Market Bubble' in 1927 and the Slide into Depression," CEPR Discussion Papers 3257, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
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