Rational bubbles or persistent deviations from market fundamentals

By Zisimos Koustas, Apostolos Serletis. 2005

110 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/7e1eb1f165b564b04e3e2ccc7a0b1629f0800657

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. F. P. Gracia
2. Juncal Cunado
3. L. Gil‐Alana
4. Paresh Kumar Narayan
5. Abdalla Sirag
6. Miloud Lacheheb
7. Gang Li
8. Haiyan Song

In Finance

1. F. P. Gracia
2. L. Gil‐Alana
3. Juncal Cunado
4. Gang Li
5. Haiyan Song
6. Christian L. E. Franzke

Citations in the corpus

• A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach (2005, result): “Although the results are not directly comparable, the results found in this paper are consistent with those of Koustas and Serletis (2005) who also applies fractional integration techniques for the S&P 500 index for a longer period, 1871–2000.”