Searching for rational bubble footprints in the Singaporean and Indonesian stock markets
We re-examine the presence of rational speculative bubbles in the Singaporean and Indonesian stock markets in light of contradictory results in the literature. We employ a mix of descriptive statistics, explosiveness tests and duration dependence tests for an expanded dataset from 1970 to 2013 that...
| Main Authors: | , , |
|---|---|
| Format: | Journal Article |
| Published: |
Springer New York LLC
2016
|
| Online Access: | http://hdl.handle.net/20.500.11937/50394 |