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Speculative bubbles in the S&P 500: was the tech bubble confined to the tech sector?

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Anderson, K., Brooks, C. and Katsaris, A. (2010) Speculative bubbles in the S&P 500: was the tech bubble confined to the tech sector? Journal of Empirical Finance, 17 (3). pp. 345-361. ISSN 0927-5398

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To link to this article DOI: 10.1016/j.jempfin.2009.12.004


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:18665
Uncontrolled Keywords:Stock market bubbles; Fundamental values; Dividends; Regime switching; Speculative bubble test
Publisher:Elsevier
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