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Title : How Do Stock Prices Respond to Fundamental Shocks in the Case of the United States? Evidence from NASDAQ and DJIA

Jean Louis, Rosmy - 2010

In this paper, we use both the Dow Jones and NASDAQ indices to test the robustness of inswanger's (2004c) finding that US stock market dynamics are governed mostly by nonfundamental shocks or speculative bubbles after the 1982 debt crisis. We estimate a total of 72 SVAR models and 36 SVECM...

Persistent link: https://www.econbiz.de/10013144825