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Dissecting the dot-com bubble in the 1990s NASDAQ

Yuchao Fan

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Abstract: In this paper, I revisit Phillips, Wu and Yu's seminal 2011 paper on testing for the dot-com bubble. I apply recent advancements of their methods to individual Nasdaq stocks and use a novel specification for fundamentals. To address a divide in the literature, I generate a detailed sectoral breakdown of the dot-com bubble. I find that it comprised multiple overlapping episodes of exuberance and that there were indeed two starting dates for internet exuberance.

Date: 2022-06, Revised 2022-07
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