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Changes in the risk structure of stock returns : Consumer Confidence and the dotcom bubble
Leger, Lawrence A.; Leone, Vitor - In: Review of financial economics : RFE 17 (2008) 3, pp. 228-244
Persistent link: https://www.econbiz.de/10003760061
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Changes in the risk structure of stock returns : consumer confidence and the dotcom bubble
Leger, Lawrence A. (contributor); Leone, Vitor (contributor) - 2007
Persistent link: https://www.econbiz.de/10003486315
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Signalling the Dotcom bubble : a multiple changes in persistence approach
Leone, Vitor; Medeiros, Otavio Ribeiro de - In: The quarterly review of economics and finance : journal … 55 (2015), pp. 77-86
Persistent link: https://www.econbiz.de/10011334022
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Multiple Changes in Persistence vs. Explosive Behaviour : The Dotcom Bubble
de Medeiros, Otavio Ribeiro - 2012
Based on a method developed by Laybourne, Kim and Taylor (2007) for detecting multiple changes in persistence, we test for changes in persistence in the dividend-price ratio of the Nasdaq stocks. The results confirm the existence of the so-called Dotcom bubble around the last turn of the century...
Persistent link: https://www.econbiz.de/10013108019