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Tekijä: | Dezhbakhsh, H. Demirguc-Kunt, A. |
Otsikko: | On the presence of speculative bubbles in stock prices |
Lehti: | Journal of Financial and Quantitative Analysis
1990 : MAR, VOL. 25:1, 101-112 |
Asiasana: | SHARE PRICES MONEY MARKETS FORECASTING TECHNIQUES |
Kieli: | eng |
Tiivistelmä: | Empiric examination of the existence of speculative bubbles in US stock prices and proposed tests of a "no bubble" hypothesis built on West's procedure. Test procedure. Empirical results. Three Tables illustrate the study. |
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