Testing for speculative bubbles in stock prices

A modification of Kenneth West's method for investigating speculative bubbles in stock prices, in which a direct test of the "no bubble" hypothesis is applied to long-term annual U.S. stock-market data.

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Year of publication:	1988
Authors:	Demirgüç-Kunt, Asli ; Dezhbakhsh, Hashem
Institutions:	Federal Reserve Bank of Cleveland
Subject:	Stock \| Prices

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Extent:	application/pdf
Series:	Working Paper.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 8807
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005428365