Diamond investments – Is the market free from multiple price bubbles?

Marcin Potrykus

International Review of Financial Analysis, 2022, vol. 83, issue C

Abstract: The following study aims to investigate whether multiple price bubbles, in which the quoted market price of diamonds significantly deviates from their fundamental value, exist in the diamond market. It was conducted using ADF, SADF and GSADF tests, with the latter found to be an optimal form of evaluating the analysed issue.

Keywords: Multiple price bubbles; Generalised supremum ADF; Diamond market (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002800

DOI: 10.1016/j.irfa.2022.102329

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