Finance Working Papers, Department of Business Studies, Aarhus School of Business, University of Aarhus
Speculative bubbles in stock prices? Tests based on the price-dividend ratio.
() and Carsten Tanggaard
Abstract: No abstract
Keywords: Speculative bubbles; Price-dividend ratio; Variance decomposition; Bootstrap simulation; US stock market; (follow links to similar papers)
21 pages, March 18, 2004
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