Stock Market Prices and Dividends in the US: Bubbles or Long-Run Equilibria Relationships?-Reference-Cited by-同舟云学术

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Stock Market Prices and Dividends in the US: Bubbles or Long-Run Equilibria Relationships?

Published:2024 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Yaya OlaOluwa S.,Gil-Alana Luis A.,Dettoni Robinson

Publisher

Elsevier BV

Reference72 articles.

1. Speculative bubbles in the s&p 500: Was the tech bubble confined to the tech sector;K Anderson;Journal of Empirical Finance,2010

2. Using covariates to improve the efficacy of univariate bubble detection methods;S Astill;Journal of Empirical Finance,2023

3. Duration dependence in us expansions: A re-examination of the evidence;P Beaudry;Economics Letters,2019

4. Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the us price level and interest rate;H J Bierens;Journal of Econometrics,1997

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