Speculative bubbles in stock prices? Tests based on the price-dividend ratio

Tom Engsted and Carsten Tanggaard ()
Additional contact information
Carsten Tanggaard: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark, http://www.asb.dk/departments/fin/staff/academic/cat.htm

No 04-1, Finance Working Papers from University of Aarhus, Aarhus School of Business, Department of Business Studies

Abstract: No abstract

Keywords: Speculative bubbles; Price-dividend ratio; Variance decomposition; Bootstrap simulation; US stock market (search for similar items in EconPapers)
Pages: 21 pages
Date: 2004-03-18
New Economics Papers: this item is included in nep-dev, nep-fin, nep-fmk and nep-rmg
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.hha.dk/fin/cms/wp/D04_1.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to www.hha.dk:80 (nodename nor servname provided, or not known)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hhb:aarfin:2004_001

Access Statistics for this paper

More papers in Finance Working Papers from University of Aarhus, Aarhus School of Business, Department of Business Studies The Aarhus School of Business, Fuglesangs Allé 4, DK-8210 Aarhus V, Denmark. Contact information at EDIRC.
Bibliographic data for series maintained by Helle Vinbaek Stenholt ( this e-mail address is bad, please contact ).