Speculative bubbles in stock prices? Tests based on the price-dividend ratio.
| Year of publication: |
2004-03-18
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|---|---|
| Authors: | Engsted, Tom ; Tanggaard, Carsten |
| Institutions: | Ehrvervøkonomisk Institut, Institut for Økonomi |
| Subject: | Speculative bubbles | Price-dividend ratio | Variance decomposition | Bootstrap simulation | US stock market |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Working Papers Number 04-1 21 pages |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005802140