Add to ORKGIn this study, we revisit the issue as to the presence of rational bubbles in the Taiwan stock market during the June 1991 to February 2005 period using the Bierens (1997) nonparametric cointegration tests. The results from the Bierens nonparametric cointegration test attest to the absence of rational bubbles in the Taiwan stock market
This paper investigates empirically the existence of periodically collapsing bubbles in the Asian em...
This paper presents new results on the rational bubbles hypothesis for a panel of 18 OECD countries ...
The Chinese stock market suffered from great fluctuation in the past two decades, especially in peri...
[[abstract]]In this study, we revisit the issue as to the presence of rational bubbles in the Taiwan...
[[abstract]]In this study, we revisit the issue as to the presence of rational bubbles in the US sto...
[[abstract]]In this study, we use the newly developed momentum threshold unit root and cointegration...
Seven Asian stock markets (Japan, South Korea, Singapore, China, Indonesia, Malaysia and Philippines...
We re-examine the presence of rational speculative bubbles in the Singaporean and Indonesian stock m...
We re-examine the presence of rational speculative bubbles in the Singaporean and Indonesian stock m...
We re-examine the presence of rational speculative bubbles in the Singaporean and Indonesian stock m...
We re-examine the presence of rational speculative bubbles in the Singaporean and Indonesian stock m...
This paper reports empirical tests for the existence of rational bubbles in stock prices. The analys...
The standard theory of asset pricing, in which a long-run relationship should exist between stock pr...
We analyzed the presence of rational bubbles in Istanbul Stock Exchange (ISE) between 1998-2006 peri...
In this study, we use the newly developed momentum threshold unit root and cointegration tests advan...
This paper investigates empirically the existence of periodically collapsing bubbles in the Asian em...
This paper presents new results on the rational bubbles hypothesis for a panel of 18 OECD countries ...
The Chinese stock market suffered from great fluctuation in the past two decades, especially in peri...
[[abstract]]In this study, we revisit the issue as to the presence of rational bubbles in the Taiwan...
[[abstract]]In this study, we revisit the issue as to the presence of rational bubbles in the US sto...
[[abstract]]In this study, we use the newly developed momentum threshold unit root and cointegration...
Seven Asian stock markets (Japan, South Korea, Singapore, China, Indonesia, Malaysia and Philippines...
We re-examine the presence of rational speculative bubbles in the Singaporean and Indonesian stock m...
We re-examine the presence of rational speculative bubbles in the Singaporean and Indonesian stock m...
We re-examine the presence of rational speculative bubbles in the Singaporean and Indonesian stock m...
We re-examine the presence of rational speculative bubbles in the Singaporean and Indonesian stock m...
This paper reports empirical tests for the existence of rational bubbles in stock prices. The analys...
The standard theory of asset pricing, in which a long-run relationship should exist between stock pr...
We analyzed the presence of rational bubbles in Istanbul Stock Exchange (ISE) between 1998-2006 peri...
In this study, we use the newly developed momentum threshold unit root and cointegration tests advan...
This paper investigates empirically the existence of periodically collapsing bubbles in the Asian em...
This paper presents new results on the rational bubbles hypothesis for a panel of 18 OECD countries ...
The Chinese stock market suffered from great fluctuation in the past two decades, especially in peri...