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

Tom Engsted and Carsten Tanggaard (cat@asb.dk)
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

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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
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