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Is There a Bubble in the Art Market?
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Is There a Bubble in the Art Market? (2014)Is There a Bubble in the Art Market?TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)TESTING FOR MULTIPLE BUBBLES:…Buying Beauty: On Prices and Returns in the Art Market (2012)Buying Beauty: On Prices and …EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)EXPLOSIVE BEHAVIOR IN THE 199…Manias, Panics and Crashes (2005)Manias, Panics and CrashesThe relevance of hedonic price indices (1996)The relevance of hedonic pric…The Robustness of Bubbles and Crashes in Experimental Stock Markets (1993)The Robustness of Bubbles and…Pitfalls in Testing for Explosive Bubbles in Asset Prices (1991)Pitfalls in Testing for Explo…Muses and Markets: Explorations in the Economics of the Arts (1989)Muses and Markets: Exploratio…Explosive Rational Bubbles in Stock Prices (1988)Explosive Rational Bubbles in…Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation (1988)Bubbles, Fads and Stock Price…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…A Specification Test for Speculative Bubbles (1987)A Specification Test for Spec…Cointegration and Tests of Present Value Models (1986)Cointegration and Tests of Pr…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Manias, Panics, and Crashes: A History of Financial Crises (1979)Manias, Panics, and Crashes: …Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Book Review: Time Series Analysis: Forecasting and Control (1977)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Long memory processes and fractional integration in econometrics (1996)Monetary Theory and Policy (1999)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Testing for a Unit Root in Time Series Regression (1988)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Datestamping the Bitcoin and Ethereum Bubbles (2017)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles (2015)Cryptocurrency trading: a comprehensive survey (2022)The Adaptive Markets Hypothesis (2004)From Financial Crash to Debt Crisis (2011)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Noise Trader Risk in Financial Markets (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008 (2009)This time is different: eight centuries of financial folly (2010)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1979Manias, Panics, and Crashes: A History of Financial Crises2,867 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 5001,176 cited
  • 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1,143 cited
  • 2005Manias, Panics and Crashes1,023 cited
  • 1988Explosive Rational Bubbles in Stock Prices705 cited
  • 1991Pitfalls in Testing for Explosive Bubbles in Asset Prices685 cited
  • 1987A Specification Test for Speculative Bubbles468 cited
  • 2012Buying Beauty: On Prices and Returns in the Art Market381 cited
  • 1989Muses and Markets: Explorations in the Economics of the Arts358 cited
  • 1988Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation343 cited
  • 1986Cointegration and Tests of Present Value Models297 cited
  • 1993The Robustness of Bubbles and Crashes in Experimental Stock Markets256 cited

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  • 1996The relevance of hedonic price indices205 cited
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