Duration dependence test of rational speculative bubbles: a case study of Hong Kong stock market
Main Authors: | Christopher Gan, Gilbert V. Nartea, Dou Ling Ling, Baiding Hu |
---|---|
Format: | Article |
Language: | English |
Published: |
LLC "CPC "Business Perspectives"
2012-06-01
|
Series: | Investment Management & Financial Innovations |
Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/4536/imfi_en_2012_02_Gan.pdf |
Similar Items
-
Rational speculative bubbles in the frontier emerging stock markets
by: M. Kabir Hassan,, et al.
Published: (2015) -
Detection of Rational Speculative Bubbles in the Malaysian Stock Market
by: Mokhtar, Suraya Hanim
Published: (2006) -
Persistence of size and value premia and the robustness of the Fama-French three-factor model in the Hong Kong stock market
by: Gilbert V. Nartea, et al.
Published: (2008-11-01) -
Speculative bubble in the China stock market.
by: Tan, Yi Lee., et al.
Published: (2008) -
An Examination of the Occurrence of Speculative Bubbles in the US Stock Markets
by: Pranvera Mulla, et al.
Published: (2018-03-01)