Testing for periodically collapsing rational speculative bubbles in US REITs
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More about this item
KeywordsREITs; periodic partially collapsing speculative bubbles; direct bubble tests; probability of collapse; trading signals;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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