Bubbles and fads in the stock market: Another look at the experience of the US

International Journal of Finance and Economics

Volumn 11, Issue 3, 2006, Pages 195-203

  Alessandri, Piergiorgio ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Kalman filter; Speculative bubbles; Stock prices

Indexed keywords

DISCOUNT RATE; EQUITY; KALMAN FILTER; STOCHASTICITY; STOCK MARKET;

NORTH AMERICA; UNITED STATES;

EID: 33748530280     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.292     Document Type: Conference Paper

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