Econometric tests of asset price bubbles: taking stock
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- Refet S. Gürkaynak, 2008. "Econometric Tests Of Asset Price Bubbles: Taking Stock," Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 166-186, February.
- Refet Gurkaynak, 2005. "Econometric Tests of Asset Price Bubbles: Taking Stock," Finance 0504008, University Library of Munich, Germany.
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Keywords
Stock - Prices; capital asset pricing model;NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2005-05-23 (Finance)
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