Scandinavian Working Papers in Business Administration
Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies
No 04-1: Speculative bubbles in stock prices? Tests based on the price-dividend ratio.
Tom Engsted () and Carsten Tanggaard ()
Additional contact information
Tom Engsted: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark
Carsten Tanggaard: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark
Abstract: No abstract
Keywords: Speculative bubbles; Price-dividend ratio; Variance decomposition; Bootstrap simulation; US stock market
21 pages, March 18, 2004
Full text files
D04_1.pdf
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