Speculative bubbles in stock prices? Tests based on the price-dividend ratio
Download full text from publisher
More about this item
KeywordsSpeculative bubbles; Price-dividend ratio; Variance decomposition; Bootstrap simulation; US stock market;
NEP fieldsThis 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)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hhb:aarfin:2004_001. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Helle Vinbaek Stenholt). General contact details of provider: http://edirc.repec.org/data/ifhhadk.html .
We have no references for this item. You can help adding them by using this form .