Narayan, Paresh Kumar; Mishra, Sagarika; Sharma, Susan; … - In: Economic Modelling 35 (2013) C, pp. 661-667
In this paper we propose a cross-sectional model of the determinants of asset price bubbles. Using 589 firms listed on the NYSE, we find conclusive evidence that trading volume and share price volatility have statistically significant effects on asset price bubbles. However, evidence from...