Rational speculative bubbles: An empirical investigation of the London Stock Exchange

Bulletin of Economic Research

Volumn 55, Issue 4, 2003, Pages 319-346

  Brooks, Chris ^a   Katsaris, Apostolos ^a  

^a UNIVERSITY OF READING   (United Kingdom)

Author keywords

Bubble specification tests; Cointegration; Dividends; Fundamental values; Stock market bubbles; Variance bounds

Indexed keywords

CAPITAL MARKET; PRICE DYNAMICS; STOCK MARKET;

ENGLAND (LONDON); UNITED KINGDOM;

EID: 0142230011     PISSN: 03073378     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-8586.00179     Document Type: Article

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