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Applied Economics Letters Volume 11, 2004 - Issue 1
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Original Articles

Empirical evidence on periodically collapsing stock price bubbles

G. Capelle-Blancard CADRE, Université Lille 2 and TEAM-CNRS, Université Paris 1 Panthéon-Sorbonne, 106-112 Bd de l’hôpital, 75647 Paris Cedex 13
&
H. Raymond CADRE, Université Lille 2 and TEAM-CNRS, Université Paris 1 Panthéon-Sorbonne, 106-112 Bd de l’hôpital, 75647 Paris Cedex 13
Pages 61-69 | Published online: 19 Aug 2006

Citations (12)

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Read on this site (4)

Renatas Kizys & Christian Pierdzioch. (2012) Why do speculative bubbles gather steam? Some international evidence. Applied Economics Letters 19:11, pages 1089-1093.
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Christian Pierdzioch. (2010) Periodically collapsing bubbles in the German stock market, 1876–1913. Applied Economics Letters 17:9, pages 907-908.
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George A. Waters & James E. Payne. (2007) REIT markets and rational speculative bubbles: an empirical investigation. Applied Financial Economics 17:9, pages 747-753.
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James E. Payne & George A. Waters. (2005) REIT markets: periodically collapsing negative bubbles?. Applied Financial Economics Letters 1:2, pages 65-69.
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Articles from other publishers (8)

Feyyaz Zeren & Veli Yilanci. (2019) Are there Multiple Bubbles in the Stock Markets? Further Evidence from Selected Countries. Ekonomika 98:1, pages 81-95.
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Christian Pierdzioch, Marian Risse & Sebastian Rohloff. (2015) Cointegration of the prices of gold and silver: RALS-based evidence. Finance Research Letters 15, pages 133-137.
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Alberto Madrid & Luis A. Hierro. (2015) Burbujas especulativas: el estado de una cuestión poco estudiada. Cuadernos de Economía 38:108, pages 123-138.
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Roy Cerqueti & Mauro Costantini. (2011) Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels. Journal of Banking & Finance 35:10, pages 2598-2605.
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Benjamas Jirasakuldech, Riza Emekter & Ramesh P. Rao. (2008) Do Thai stock prices deviate from fundamental values?. Pacific-Basin Finance Journal 16:3, pages 298-315.
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Benjamin M. Tabak. (2007) Testing for unit root bilinearity in the Brazilian stock market. Physica A: Statistical Mechanics and its Applications 385:1, pages 261-269.
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James E. Payne & George A. Waters. (2007) Have Equity REITs Experienced Periodically Collapsing Bubbles?. The Journal of Real Estate Finance and Economics 34:2, pages 207-224.
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Daniel O. Cajueiro & Benjamin M. Tabak. (2006) Testing for rational bubbles in banking indices. Physica A: Statistical Mechanics and its Applications 366, pages 365-376.
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