We extend the rational speculative bubbles literature to the frontier emerging stock markets. For this purpose, this … show strong evidence of rational speculative bubbles in the frontier emerging stock markets …

This paper is the first to utilize a direct test for periodic, partially collapsing speculative bubbles in US REIT … bubbles, most notably in the Mortgage REITs series. There is also visual evidence of a negative bubble in all three series in … bubbles or indeed taking advantage of such bubbles …

speculative bubbles and/or noise trading behavior. Our empirical findings for the US stock market covering the 1871:1 - 2000 …

. The latter is more likely if bubbles develop along the expansionary path. These (rational) bubbles can emerge even when …

. The latter is more likely if bubbles develop along the expansionary path. These (rational) bubbles can emerge even when …