Speculative bubbles in stock prices? Tests based on the price-dividend ratio
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Bibliographic InfoPaper provided by University of Aarhus, Aarhus School of Business, Department of Business Studies in its series Finance Working Papers with number 04-1.
Length: 21 pages
Date of creation: 18 Mar 2004
Date of revision:
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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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Speculative bubbles; Price-dividend ratio; Variance decomposition; Bootstrap simulation; US stock market;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2004-03-22 (All new papers)
- NEP-DEV-2004-03-22 (Development)
- NEP-FIN-2004-03-22 (Finance)
- NEP-FMK-2004-03-22 (Financial Markets)
- NEP-RMG-2004-03-22 (Risk Management)
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