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Diamond investments – Is the market free from multiple price bubbles?

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  • Potrykus, Marcin

Abstract

The following study aims to investigate whether multiple price bubbles, in which the quoted market price of diamonds significantly deviates from their fundamental value, exist in the diamond market. It was conducted using ADF, SADF and GSADF tests, with the latter found to be an optimal form of evaluating the analysed issue.

Suggested Citation

  • Potrykus, Marcin, 2022. "Diamond investments – Is the market free from multiple price bubbles?," International Review of Financial Analysis, Elsevier, vol. 83(C).
    • Handle: RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002800
    DOI: 10.1016/j.irfa.2022.102329
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    Cited by:

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