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Bubbles in the dividend-price ratio? Evidence from an asymmetric exponential smooth-transition model

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  • McMillan, David G.

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  • McMillan, David G., 2007. "Bubbles in the dividend-price ratio? Evidence from an asymmetric exponential smooth-transition model," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 787-804, March.
    • Handle: RePEc:eee:jbfina:v:31:y:2007:i:3:p:787-804
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