A duration dependence test for rational speculative bubbles in the Chinese stock market
The Chinese stock market suffered from great fluctuation in the past two decades, especially in periods 2006-2008 and 2014-2015. The long increasing stock prices and followed sharp decline arise the suspicion that bubbles exist in the Chinese stock market. Therefore, this dissertation aims to invest...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2019
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| Online Access: | https://eprints.nottingham.ac.uk/57885/ |