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Original Articles

Periodically collapsing bubbles in the German stock market, 1876–1913

Pages 907-908 | Published online: 28 Apr 2009

References

  • Capelle-Blancard , C. and Raymond , H. 2004 . Empirical evidence on periodically collapsing stock price bubbles . Applied Economics Letters , 11 : 61 – 9 .
  • De Long , J. B. and Becht , M. ‘Excess volatility’ and the German stock market: 1876–1990 . Working Paper No. 4054 . 1992 . National Bureau of Economic Research, Cambridge, MA
  • Diba , B. T. and Grossman , H. I. 1988 . Explosive rational bubbles in stock prices? . American Economic Review , 98 : 746 – 54 .
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  • R Development Core Team (2008) R: a language and environment for statistical computing. http://www.R-project.org (Accessed: April 2008 ).
  • Shiller , R. 1981 . Do stock prices move too much to be justified by subsequent changes in dividends? . American Economic Review , 71 : 421 – 36 .
  • Taylor , M. P. and Peel , D. A. 1998 . Periodically collapsing stock price bubbles: a robust test . Economics Letters , 61 : 221 – 8 .

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