-
1
-
-
0038712428
-
Periodically collapsing bubbles in the U.S. stock market?
-
Bohl M.T. Periodically collapsing bubbles in the U.S. stock market?. International Review of Economics and Finance 12 (2003) 385-397
-
(2003)
International Review of Economics and Finance
, vol.12
, pp. 385-397
-
-
Bohl, M.T.1
-
2
-
-
84963043564
-
On the theory of testing for unit roots in observed time series
-
Bhargava A. On the theory of testing for unit roots in observed time series. Review of Economic Studies 53 (1986) 369-384
-
(1986)
Review of Economic Studies
, vol.53
, pp. 369-384
-
-
Bhargava, A.1
-
3
-
-
0003295220
-
Speculative bubbles with stochastic explosive roots: The failure of unit root testing
-
Charemza W., and Deadman D. Speculative bubbles with stochastic explosive roots: The failure of unit root testing. Journal of Empirical Finance 2 (1991) 153-163
-
(1991)
Journal of Empirical Finance
, vol.2
, pp. 153-163
-
-
Charemza, W.1
Deadman, D.2
-
4
-
-
0000754766
-
Explosive rational bubbles in stock prices?
-
Diba T., and Grossman H. Explosive rational bubbles in stock prices?. The American Economic Review 78 (1988) 520-530
-
(1988)
The American Economic Review
, vol.78
, pp. 520-530
-
-
Diba, T.1
Grossman, H.2
-
5
-
-
0000472488
-
Likelihood ratio statistics for autoregressive time series with a unit root
-
Dickey D., and Fuller W. Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49 (1981) 1057-1072
-
(1981)
Econometrica
, vol.49
, pp. 1057-1072
-
-
Dickey, D.1
Fuller, W.2
-
6
-
-
0000945847
-
Pitfalls in testing for explosive bubbles in asset prices
-
Evans G. Pitfalls in testing for explosive bubbles in asset prices. The American Economic Review 81 (1991) 922-930
-
(1991)
The American Economic Review
, vol.81
, pp. 922-930
-
-
Evans, G.1
-
8
-
-
34248548895
-
Have equity REITs experienced periodically collapsing bubbles?
-
Payne J., and Waters G. Have equity REITs experienced periodically collapsing bubbles?. Journal of Real Estate Finance and Economics 43 2 (2007) 207-224
-
(2007)
Journal of Real Estate Finance and Economics
, vol.43
, Issue.2
, pp. 207-224
-
-
Payne, J.1
Waters, G.2
-
9
-
-
34250689093
-
REIT markets and rational speculative bubbles: An empirical investigation
-
Payne J., and Waters G. REIT markets and rational speculative bubbles: An empirical investigation. Applied Financial Economics 17 9 (2007) 747-753
-
(2007)
Applied Financial Economics
, vol.17
, Issue.9
, pp. 747-753
-
-
Payne, J.1
Waters, G.2
-
10
-
-
0032357914
-
Periodically collapsing stock price bubbles: A robust test
-
Taylor M., and Peel D. Periodically collapsing stock price bubbles: A robust test. Economics Letters 61 (1998) 221-228
-
(1998)
Economics Letters
, vol.61
, pp. 221-228
-
-
Taylor, M.1
Peel, D.2
|