190
Views
12
CrossRef citations to date
0
Altmetric
Original Articles

Duration dependence test for rational bubbles in Chinese stock market

Pages 635-639 | Published online: 26 Jun 2008

References

  • Chan , K. , McQueen , G. and Thorley , S. 1998 . Are there rational speculative bubbles in Asian stock markets? . Pacific-Basin Finance Journal , 6 : 125 – 51 .
  • McQueen , G. and Thorley , S. 1994 . Bubbles, stock returns, and duration dependence . Journal of Financial and Quantitative Analysis , 29 : 379 – 401 .
  • West , K. D. 1987 . A specification test for speculative bubbles . Quarterly Journal of Economics , 102 : 553 – 80 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.