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• Tom Engsted

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Paper provided by University of Aarhus, Aarhus School of Business, Department of Business Studies in its series Finance Working Papers with number 04-1.

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Length: 21 pages
Date of creation: 18 Mar 2004
Date of revision:
Handle: RePEc:hhb:aarfin:2004_001

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Related research

Keywords: Speculative bubbles; Price-dividend ratio; Variance decomposition; Bootstrap simulation; US stock market;

This paper has been announced in the following NEP Reports:

• NEP-ALL-2004-03-22 (All new papers)
• NEP-DEV-2004-03-22 (Development)
• NEP-FIN-2004-03-22 (Finance)
• NEP-FMK-2004-03-22 (Financial Markets)
• NEP-RMG-2004-03-22 (Risk Management)

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This page was last updated on 2009-10-29.