A duration dependence test for rational speculative bubbles in the Chinese stock market

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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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Bibliographic Details
Main Author:	Dai, Chichen
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2019
Online Access:	https://eprints.nottingham.ac.uk/57885/

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