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Do fundamentals, bubbles or neither determine stock prices? Some international evidence

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  • Gerald P. Dwyer
  • Rik Hafer

Abstract

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Suggested Citation

  • Gerald P. Dwyer & Rik Hafer, 1989. "Do fundamentals, bubbles or neither determine stock prices? Some international evidence," Working Papers 1989-003, Federal Reserve Bank of St. Louis.
    • Handle: RePEc:fip:fedlwp:1989-003
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    File URL: http://research.stlouisfed.org/wp/1989/1989-003.pdf
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    Cited by:

    1. Leachman, Lori L. & Francis, Bill, 1996. "Equity market return volatility: Dynamics and transmission among the G-7 countries," Global Finance Journal, Elsevier, vol. 7(1), pages 27-52.
    2. Ehsan Ahmed & Honggang Li & J. Barkley Rosser, 2006. "Nonlinear bubbles in Chinese Stock Markets in the 1990s," Eastern Economic Journal, Eastern Economic Association, vol. 32(1), pages 1-18, Winter.
    3. Kanas, Angelos, 2005. "Nonlinearity in the stock price-dividend relation," Journal of International Money and Finance, Elsevier, vol. 24(4), pages 583-606, June.

    More about this item

    Keywords

    Stock - Prices; Stock market;

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