Speculative bubbles in the SP 500: was the tech bubble confined to the tech sector?

Keith Anderson, Chris Brooks, Apostolos Katsaris

Research output: Contribution to journalArticle (Academic Journal)peer-review

48 Citations (Scopus)
Original languageEnglish
Pages (from-to)345-361
Number of pages17
JournalJournal of Empirical Finance
Volume17
Issue number3
DOIs
Publication statusPublished - 13 Oct 2010

Keywords

  • Stock market bubbles
  • Fundamental values
  • Dividends
  • Regime switching
  • Speculative bubble test

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