A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach
By Juncal Cunado, L. Gil‐Alana, F. P. Gracia. 2005
120 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/e03303bab27bdd23ea6142180b00da87f827902f
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
- Peter C. B. Phillips
- Jun Yu
- Yangru Wu
- L. Gutierrez
- Scott H. Irwin
- Shuping Shi
- Paresh Kumar Narayan
- Liangjun Su
In Finance
- Jun Yu
- Peter C. B. Phillips
- Yangru Wu
- Paresh Kumar Narayan
- Shuping Shi
- Scott H. Irwin
- Michael Mcaleer
- Christian M. Hafner
Citations in the corpus
- Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? (2011, background): “…Shiller (2000), The Economist (2000), Cooper et al. (2001), Ritter and Welch (2002), Ofek and Richardson (2002), Lamont and Thaler (2003), and Cunado et al. (2005).2 Among the many references, the remark by Greenspan (1996) on December 5, 1996, is the most celebrated, involving as it did the…”