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Are there rational speculative bubbles in Asian stock markets?
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Are there rational speculative bubbles in Asian stock markets? (1998)Are there rational speculative bubbles in…Mean Reversion in Stock Prices (1996)Mean Reversion in Stock PricesFamous First Bubbles (1990)Famous First BubblesData-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Data-Snooping Biases in Tests…An Econometric Analysis of Nonsynchronous Trading (1989)An Econometric Analysis of No…The Theory of Rational Bubbles in Stock Prices (1988)The Theory of Rational Bubble…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Mean reversion in stock prices (1988)Mean reversion in stock pricesExplosive Rational Bubbles in Stock Prices (1988)Explosive Rational Bubbles in…Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…A Specification Test for Speculative Bubbles (1987)A Specification Test for Spec…Variance Bounds Tests and Stock Price Valuation Models (1986)Variance Bounds Tests and Sto…The Price Variability-Volume Relationship on Speculative Markets (1983)The Price Variability-Volume …On the Possibility of Speculation under Rational Expectations (1982)On the Possibility of Specula…Bubbles, Rational Expectations and Financial Markets (1982)Bubbles, Rational Expectation…Market Fundamentals versus Price-Level Bubbles: The First Tests (1980)Market Fundamentals versus Pr…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Bitcoin ve Altcoin Kripto Para Piyasalarında Finansal Balonlar (2021)Bitcoin ve Altcoin Kripto Par…Türkiye Hisse Senedi Piyasasında Spekülatif Balon Varlığının Ampirik İncelenmesi (2019)Türkiye Hisse Senedi Piyasası…Behavioural finance perspectives on Malaysian stock market efficiency (2016)Behavioural finance perspecti…Applying Approximate Entropy (ApEn) to Speculative Bubble in the Stock Market (2014)Applying Approximate Entropy …A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China (2013)A statistical model of specul…Do Bubbles Spill Over? Estimating Financial Bubbles in Emerging Markets (2012)Do Bubbles Spill Over? Estima…Financial disclosure, investor protection and stock market behavior: an international comparison (2010)Financial disclosure, investo…Efficient markets hypothesis and daily variation in small Pacific‐basin stock markets (2010)Efficient markets hypothesis …Duration dependence test for rational bubbles in Chinese stock market (2008)Duration dependence test for …Do Thai stock prices deviate from fundamental values? (2007)Do Thai stock prices deviate …Rational speculative bubbles and duration dependence in exchange rates: an analysis of five currencies (2006)Rational speculative bubbles …Are There Rational Speculative Bubbles in REITs? (2006)Are There Rational Speculativ…Duration dependence testing for speculative bubbles (2004)Duration dependence testing f…BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY (2001)BUBBLES AND ANTI-BUBBLES IN L…Cross-autocorrelation in Asian stock markets (1999)Cross-autocorrelation in Asia…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? 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References

  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1988Mean reversion in stock prices1,888 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 1983The Price Variability-Volume Relationship on Speculative Markets1,450 cited
  • 1982Bubbles, Rational Expectations and Financial Markets1,130 cited
  • 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
  • 1996Mean Reversion in Stock Prices1,083 cited
  • 1982On the Possibility of Speculation under Rational Expectations959 cited
  • 1989An Econometric Analysis of Nonsynchronous Trading798 cited
  • 1988Explosive Rational Bubbles in Stock Prices705 cited
  • 1980Market Fundamentals versus Price-Level Bubbles: The First Tests544 cited
  • 1986Variance Bounds Tests and Stock Price Valuation Models484 cited
  • 1990Famous First Bubbles477 cited
  • 1987A Specification Test for Speculative Bubbles468 cited
  • 1988The Theory of Rational Bubbles in Stock Prices

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397 cited

Cited by

  • 2001BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY99 cited
  • 2016Behavioural finance perspectives on Malaysian stock market efficiency73 cited
  • 1999Cross-autocorrelation in Asian stock markets48 cited
  • 2006Are There Rational Speculative Bubbles in REITs?45 cited
  • 2021Bitcoin ve Altcoin Kripto Para Piyasalarında Finansal Balonlar33 cited
  • 2004Duration dependence testing for speculative bubbles33 cited
  • 2019Türkiye Hisse Senedi Piyasasında Spekülatif Balon Varlığının Ampirik İncelenmesi29 cited
  • 2012Do Bubbles Spill Over? Estimating Financial Bubbles in Emerging Markets28 cited
  • 2007Do Thai stock prices deviate from fundamental values?27 cited
  • 2010Efficient markets hypothesis and daily variation in small Pacific‐basin stock markets25 cited
  • 2013A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China22 cited
  • 2008Duration dependence test for rational bubbles in Chinese stock market20 cited
  • 2010Financial disclosure, investor protection and stock market behavior: an international comparison18 cited
  • 2014Applying Approximate Entropy (ApEn) to Speculative Bubble in the Stock Market17 cited
  • 2006Rational speculative bubbles and duration dependence in exchange rates: an analysis of five currencies13 cited