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

Keith Anderson; Chris Brooks; Apostolos Katsaris

doi:10.1016/j.jempfin.2009.12.004

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

Keith Anderson, Chris Brooks, Apostolos Katsaris

School of Accounting and Finance - Business School

Research output: Contribution to journal › Article (Academic Journal) › peer-review

50 Citations (Scopus)

Original language	English
Pages (from-to)	345-361
Number of pages	17
Journal	Journal of Empirical Finance
Volume	17
Issue number	3
DOIs	https://doi.org/10.1016/j.jempfin.2009.12.004
Publication status	Published - 13 Oct 2010

Keywords

Stock market bubbles
Fundamental values
Dividends
Regime switching
Speculative bubble test

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10.1016/j.jempfin.2009.12.004

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Cite this

@article{2c636776327f487a88d7c91dc1c1db05,

title = "Speculative bubbles in the SP 500: was the tech bubble confined to the tech sector?",

keywords = "Stock market bubbles, Fundamental values, Dividends, Regime switching, Speculative bubble test",

author = "Keith Anderson and Chris Brooks and Apostolos Katsaris",

year = "2010",

month = oct,

day = "13",

doi = "10.1016/j.jempfin.2009.12.004",

language = "English",

volume = "17",

pages = "345--361",

journal = "Journal of Empirical Finance",

issn = "0927-5398",