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Speculative bubbles in stock prices? Tests based on the price-dividend ratio

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Author Info
Engsted, Tom () (Department of Finance, Aarhus School of Business)
Tanggaard, Carsten () (Department of Finance, Aarhus School of Business)

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Abstract

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Publisher Info
Paper provided by University of Aarhus, Aarhus School of Business, Department of Business Studies in its series Finance Working Papers with number 04-1.

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Length: 21 pages
Date of creation: 18 Mar 2004
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Handle: RePEc:hhb:aarfin:2004_001

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Postal: The Aarhus School of Business, Fuglesangs Allé 4, DK-8210 Aarhus V, Denmark
Fax: + 45 86 15 19 43
Web page: http://www.asb.dk/about/departments/bs.aspx
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Related research
Keywords: Speculative bubbles; Price-dividend ratio; Variance decomposition; Bootstrap simulation; US stock market;

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This page was last updated on 2009-11-25.

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