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Predicting Bubbles and Bubbles-Substitutes

Author

Listed:
  • Earl A. Thompson

    (UCLA)

  • Jonathan Treussard

    (Boston University)

  • Charles R. Hickson

    (Queens University at Belfast)

Abstract

No abstract is available for this item.

Suggested Citation

  • Earl A. Thompson & Jonathan Treussard & Charles R. Hickson, 2004. "Predicting Bubbles and Bubbles-Substitutes," UCLA Economics Working Papers 836, UCLA Department of Economics.
  • Handle: RePEc:cla:uclawp:836
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    File URL: http://www.econ.ucla.edu/workingpapers/wp836.pdf
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    References listed on IDEAS

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    9. Franklin Allen & Stephen Morris & Andrew Postlewaite, "undated". "Finite Bubbles with Short Sale Constraints and Asymmetric Information (Reprint 042)," Rodney L. White Center for Financial Research Working Papers 16-92, Wharton School Rodney L. White Center for Financial Research.
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    25. Copeland, Thomas E & Friedman, Daniel, 1991. "Partial Revelation of Information in Experimental Asset Markets," Journal of Finance, American Finance Association, vol. 46(1), pages 265-295, March.
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    28. Garber, Peter M, 1990. "Famous First Bubbles," Journal of Economic Perspectives, American Economic Association, vol. 4(2), pages 35-54, Spring.
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