Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors Article

Fu, Man, Bidarkota, Prasad V. (2011). Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors . Journal of Risk and Financial Management, 4(1), 97-132. 10.3390/jrfm4010097

keywords

  • Business & Economics
  • Business, Finance
  • Social Sciences
  • broad dividends
  • cointegration
  • macro factors
  • periodically collapsing bubbles
  • stock prices

Digital Object Identifier (DOI)

start page

  • 97

end page

  • 132

volume

  • 4

issue

  • 1