Searching for rational bubble footprints in the Singaporean and Indonesian stock markets

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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...

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Bibliographic Details
Main Authors:	Nartea, G., Cheema, M., Szulczyk, Kenneth
Format:	Journal Article
Published:	Springer New York LLC 2016
Online Access:	http://hdl.handle.net/20.500.11937/50394

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