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Three Australian Asset-price Bubbles

In: Asset Prices and Monetary Policy

Author

Listed:
  • John Simon

    (Reserve Bank of Australia)

Abstract

No abstract is available for this item.

Suggested Citation

  • John Simon, 2003. "Three Australian Asset-price Bubbles," RBA Annual Conference Volume (Discontinued), in: Anthony Richards & Tim Robinson (ed.),Asset Prices and Monetary Policy, Reserve Bank of Australia.
  • Handle: RePEc:rba:rbaacv:acv2003-02
    as

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    File URL: https://www.rba.gov.au/publications/confs/2003/pdf/simon.pdf
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    References listed on IDEAS

    as
    1. Rappoport, Peter & White, Eugene N., 1993. "Was There a Bubble in the 1929 Stock Market?," The Journal of Economic History, Cambridge University Press, vol. 53(3), pages 549-574, September.
    2. Michael J. Cooper & Orlin Dimitrov & P. Raghavendra Rau, 2001. "A Rose.com by Any Other Name," Journal of Finance, American Finance Association, vol. 56(6), pages 2371-2388, December.
    3. Stiglitz, Joseph E, 1990. "Symposium on Bubbles," Journal of Economic Perspectives, American Economic Association, vol. 4(2), pages 13-18, Spring.
    4. Shiller, Robert J, 1981. "Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?," American Economic Review, American Economic Association, vol. 71(3), pages 421-436, June.
    5. J. Bradford De Long & Andrei Shleifer, 1990. "The Bubble of 1929: Evidence from Closed-End Funds," NBER Working Papers 3523, National Bureau of Economic Research, Inc.
    6. Chay Fisher & Christopher Kent, 1999. "Two Depressions, One Banking Collapse," RBA Research Discussion Papers rdp1999-06, Reserve Bank of Australia.
    7. Jeremy J. Siegel, 2003. "What Is an Asset Price Bubble? An Operational Definition," European Financial Management, European Financial Management Association, vol. 9(1), pages 11-24, March.
    8. repec:bla:ecorec:v:51:y:1975:i:134:p:203-17 is not listed on IDEAS
    9. Flood, Robert P & Hodrick, Robert J, 1990. "On Testing for Speculative Bubbles," Journal of Economic Perspectives, American Economic Association, vol. 4(2), pages 85-101, Spring.
    10. repec:bla:jfinan:v:58:y:2003:i:3:p:1113-1138 is not listed on IDEAS
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Dieter Gerdesmeier & Hans‐Eggert Reimers & Barbara Roffia, 2010. "Asset Price Misalignments and the Role of Money and Credit," International Finance, Wiley Blackwell, vol. 13(3), pages 377-407, December.
    2. Gordon, Narelle & Watts, Edward & Wu, Qiongbing, 2014. "Information attributes, information asymmetry and industry sector returns," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 156-175.
    3. Nigel Stapledon, 2012. "Trends and Cycles in Sydney and Melbourne House Prices from 1880 to 2011," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 52(3), pages 293-317, November.
    4. Bird, R. & Menzies, G. & Dixon, P. & Rimmer, M., 2011. "The economic costs of US stock mispricing," Journal of Policy Modeling, Elsevier, vol. 33(4), pages 552-567, July.
    5. Gerdesmeier, Dieter & Reimers, Hans-Eggert & Roffia, Barbara, 2013. "Testing for the existence of a bubble in the stock market," Wismar Discussion Papers 01/2013, Hochschule Wismar, Wismar Business School.
    6. Nigel Stapledon, 2010. "A History of Housing Prices in Australia 1880-2010," Discussion Papers 2010-18, School of Economics, The University of New South Wales.
    7. Gerdesmeier Dieter & Reimers Hans-Eggert & Roffia Barbara, 2010. "Applying a New Bubble Test for a Composite Indicator," Folia Oeconomica Stetinensia, Sciendo, vol. 9(1), pages 1-23, January.
    8. Judith Yates, 2011. "Housing in Australia in the 2000s: On the Agenda Too Late?," RBA Annual Conference Volume (Discontinued), in: Hugo Gerard & Jonathan Kearns (ed.),The Australian Economy in the 2000s, Reserve Bank of Australia.

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