Periodically collapsing stock price bubbles: A robust test

Economics Letters

Volumn 61, Issue 2, 1998, Pages 221-228

  Taylor, Mark P ^a,b   Peel, David A ^c  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b CEPR   (United Kingdom)

^c CARDIFF UNIVERSITY   (United Kingdom)

Author keywords

Bubbles; C15; Cointegration; G12; Power; Test size

Indexed keywords

EID: 0032357914     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00171-2     Document Type: Article

References (7)

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