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Model misspecification versus price bubbles : evidence from the Asian stock markets

Chan, Hing-lin; Lee, Shu-kam; Woo, Kai-yin - In: Progress in economics research 10 (2005), pp. 79-96

Persistent link: https://www.econbiz.de/10003521908

Testing for stochastic explosive root bubbles in Asian emerging stock markets

Chan, Hing-lin; Woo, Kai-yin - In: Economics letters 99 (2008) 1, pp. 185-188

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Are there rational speculative bubbles in Asian stocck markets?

Chan, Kalok; McQueen, Grant R.; Thorley, Steven - In: Pacific-Basin finance journal 6 (1998) 1/2, pp. 125- 151

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Rational Speculative Bubbles : Evidence from Asian Stock Markets

Szulczyk, Kenneth - 2019

presence of rational bubbles by employing several tests on a large dataset that includes three bubble episodes. We also convert … exhibit bubbles in all markets while the sup augmented Dickey-Fuller test suggests Hong Kong, Japan, and Thailand exhibit an … explosive process. The cointegration tests show that Hong Kong, Japan, Malaysia, and Thailand may have bubbles while the …

Persistent link: https://www.econbiz.de/10012900323

Rational speculative bubbles in the Asian stock markets : tests on deterministic explosive bubbles and stochastic explosive root bubbles

Chen, Yen-hsiao; Quan, Lianfeng - In: The journal of asset management 14 (2013) 3, pp. 195-208

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Does the introduction of stock index futures destabilize the spot market? : Some cross-country evidence from Asia

Dong, Yan; Fan, Cijun; Zhang, Dayong - In: The Chinese economy 49 (2016) 5, pp. 374-394

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The great Taiwan bubble : the rise and fall of an emerging stock market

Champion, Steven R. - 1998

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Fundamental value hypothesis and return behavior : evidence from emerging equity markets

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Rational speculative bubbles: theory and empirics in a frontier emerging market

Boubaker, Adel; Nguyen, Duc Khuong; Taouni, Imen - In: The ICFAI journal of applied finance 15 (2009) 6, pp. 49-61

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Emerging markets and stock market bubbles : nonlinear speculation?

Ahmed, Ehsan; Rosser, John Barkley; Uppal, Jamshed Y. - In: Emerging markets finance & trade : a journal of the … 46 (2010) 4, pp. 23-40

Persistent link: https://www.econbiz.de/10008902176