ON TESTING FOR SPECULATIVE BUBBLES

[11] The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors [J]. REVIEW OF FINANCIAL STUDIES, 1988, 1 (03) : 195 - 228

[12] STOCK-PRICES, EARNINGS, AND EXPECTED DIVIDENDS [J]. JOURNAL OF FINANCE, 1988, 43 (03) : 661 - 676

[13] COINTEGRATION AND TESTS OF PRESENT VALUE MODELS [J]. JOURNAL OF POLITICAL ECONOMY, 1987, 95 (05) : 1062 - 1088

[14] CASELLA A, 1986, UNPUB TESTING PRICE

[15] ON THE INCEPTION OF RATIONAL BUBBLES [J]. QUARTERLY JOURNAL OF ECONOMICS, 1987, 102 (03) : 697 - 700

[16] RATIONAL INFLATIONARY BUBBLES [J]. JOURNAL OF MONETARY ECONOMICS, 1988, 21 (01) : 35 - 46

[17] FAMA EF, 1988, J POLIT ECON, V96, P246

[18] FAMA EF, 1976, F FINANCE

[19] MULTI-COUNTRY TESTS FOR PRICE-LEVEL BUBBLES [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1984, 8 (03) : 329 - 340

[20] ASSET PRICE VOLATILITY, BUBBLES, AND PROCESS SWITCHING [J]. JOURNAL OF FINANCE, 1986, 41 (04) : 831 - 842

[11] The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors [J]. REVIEW OF FINANCIAL STUDIES, 1988, 1 (03) : 195 - 228

[12] STOCK-PRICES, EARNINGS, AND EXPECTED DIVIDENDS [J]. JOURNAL OF FINANCE, 1988, 43 (03) : 661 - 676

[13] COINTEGRATION AND TESTS OF PRESENT VALUE MODELS [J]. JOURNAL OF POLITICAL ECONOMY, 1987, 95 (05) : 1062 - 1088

[14] CASELLA A, 1986, UNPUB TESTING PRICE

[15] ON THE INCEPTION OF RATIONAL BUBBLES [J]. QUARTERLY JOURNAL OF ECONOMICS, 1987, 102 (03) : 697 - 700

[16] RATIONAL INFLATIONARY BUBBLES [J]. JOURNAL OF MONETARY ECONOMICS, 1988, 21 (01) : 35 - 46

[17] FAMA EF, 1988, J POLIT ECON, V96, P246

[18] FAMA EF, 1976, F FINANCE

[19] MULTI-COUNTRY TESTS FOR PRICE-LEVEL BUBBLES [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1984, 8 (03) : 329 - 340

[20] ASSET PRICE VOLATILITY, BUBBLES, AND PROCESS SWITCHING [J]. JOURNAL OF FINANCE, 1986, 41 (04) : 831 - 842