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Fama on bubbles
Engsted, Tom - 2014
Persistent link: https://www.econbiz.de/10010401697
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Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels; Valdés, J. Eduardo Vera - 2015
Persistent link: https://www.econbiz.de/10011409110
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The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom; Pedersen, Thomas Q. - 2009
Persistent link: https://www.econbiz.de/10003865691
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Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003978304
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The log-linear return approximation, bubbles, and predictability
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - 2010
Persistent link: https://www.econbiz.de/10008651718
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Explosive bubbles in house prices? : evidence from the OECD countries
Engsted, Tom; Hviid, Simon Juul; Pedersen, Thomas Q. - 2015
Persistent link: https://www.econbiz.de/10010464690