Rational speculative bubbles in the frontier emerging stock markets

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Rational speculative bubbles in the frontier emerging stock markets

We extend the rational speculative bubbles literature to the frontier emerging stock markets. For this purpose, this paper employs fractional integration tests and duration dependence tests based on the ARFIMA models and nonparametric smoothed hazard functions. Unlike traditional bubble tests, fra...

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Bibliographic Details
Main Authors:	M. Kabir Hassan, Yu, Jung-Suk, Mamunur Rashid
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2015
Online Access:	http://journalarticle.ukm.my/9589/ http://journalarticle.ukm.my/9589/1/jeko_49%282%29-3.pdf

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