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Bubbles, Rational Expectations and Financial Markets. (1982). Watson, Mark ; Blanchard, Olivier.
In: NBER Working Papers.
RePEc:nbr:nberwo:0945.

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  5. Explosive behavior in historic NASDAQ market prices. (2024). Fernandez, Amilcar Orlian ; Demmler, Michael.
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  37. Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao.
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  95. Date-stamping the Tadawul bubble through the SADF and GSADF econometric approaches. (2020). Cruz Rambaud, Salvador ; Cruz-Rambaud, Salvador ; Martin-Cervantes, Pedro Antonio.
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  96. Diagnosing Housing Fever with an Econometric Thermometer. (2020). Phillips, Peter ; Shi, Shuping.
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    RePEc:cwl:cwldpp:2248.

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  97. Speculation and Price Indeterminacy in Financial Markets: An Experimental Study. (2020). Sunder, Shyam ; Stock, Thomas ; Huber, Juergen ; Hirota, Shinichi.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2134r.

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  98. Debt sustainability when r - g. (2020). van Wijnbergen, Sweder ; Olijslager, Stan ; de Vette, Nander.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15478.

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  99. Rational Bubbles in Non-Linear Business Cycle Models: Closed and Open Economies. (2020). Kollmann, Robert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14367.

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  100. Speculation-Driven Business Cycles. (2020). Zilberman, Eduardo ; Bigio, Saki.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:865.

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  101. Australian Housing Market Booms: Fundamentals or Speculation??. (2020). Shi, Shuping ; Wang, Ben Zhe ; Rahman, Arafat.
    In: The Economic Record.
    RePEc:bla:ecorec:v:96:y:2020:i:315:p:381-401.

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  102. Beyond the efficient markets hypothesis: Towards a new paradigm. (2020). Fender, John .
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:72:y:2020:i:3:p:333-351.

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  103. Self-sustained price bubbles driven by Bitcoin innovations and adaptive behavior. (2020). Timofeyev, Ilya ; Perepelitsa, Misha.
    In: Papers.
    RePEc:arx:papers:2012.14860.

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  104. A review of the Dividend Discount Model: from deterministic to stochastic models. (2020). de Blasis, Riccardo ; D'Amico, Guglielmo.
    In: Papers.
    RePEc:arx:papers:2001.00465.

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  105. Speculation-driven Business Cycles. (2020). Zilberman, Eduardo ; Bigio, Saki.
    In: Working Papers.
    RePEc:apc:wpaper:161.

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  106. IS THERE A RATIONAL BUBBLE IN BIST 100 AND SECTOR INDICES?. (2019). Erer, Deniz ; Kirkpinar, Aysegul.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:23:y:2019:i:3:p:21-33.

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  107. Does Bitcoin bubble burst?. (2019). Lobon, Oana-Ramona ; Su, Chi-Wei ; Tao, Ran ; Li, Zheng-Zheng.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:53:y:2019:i:1:d:10.1007_s11135-018-0728-3.

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  108. Intrinsic bubbles and Granger causality in the Hong Kong residential property market. (2019). Lan, Ting.
    In: Frontiers of Business Research in China.
    RePEc:spr:fobric:v:13:y:2019:i:1:d:10.1186_s11782-019-0064-z.

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  109. Detecting bubbles in China’s regional housing markets. (2019). Pan, Wei-Fong.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:4:d:10.1007_s00181-017-1394-3.

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  110. Financial, business and trust cycles: the issues of synchronization. (2019). Vasilyeva, Tetyana ; Buriak, Anna ; Brychko, Maryna ; Bilan, Yuriy.
    In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
    RePEc:rfe:zbefri:v:37:y:2019:i:1:p:113-138.

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  111. Optimal Macroprudential Policy and Asset Price Bubbles. (2019). Gornicka, Lucyna ; Vardoulakis, Alexandros ; Biljanovska, Nina.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:663.

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  112. Bubbles and Broad Monetary Aggregates: Toward a Consensus Approach to Business Cycles. (2019). Harwick, Cameron.
    In: Eastern Economic Journal.
    RePEc:pal:easeco:v:45:y:2019:i:2:d:10.1057_s41302-018-00127-y.

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  113. Asset Market Volatility and New Keynesian Macroeconomics: A Game-Theoretic Approach. (2019). Cho, Namun ; Jang, Tae-Seok.
    In: Computational Economics.
    RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9705-5.

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  114. Optimal Macroprudential Policy and Asset Price Bubbles. (2019). Gornicka, Lucyna ; Vardoulakis, Alexandros ; Biljanovska, Nina.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/184.

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  115. International Financial Markets. (2019). Saglio, Sophie ; Sanhaji, Bilel ; Guerreiro, David ; Goutte, Stéphane ; Chevallier, Julien.
    In: Post-Print.
    RePEc:hal:journl:halshs-02183053.

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  116. Rational expectations and stochastic systems. (2019). Riccioni, Jessica ; Cerqueti, Roy ; Andersen, Jorgen Vitting.
    In: Post-Print.
    RePEc:hal:journl:halshs-01673338.

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  117. Exuberance and spillovers in housing markets: Evidence from first- and second-tier cities in China. (2019). Chiang, Shu-Hen ; Tsai, I-Chun ; I-Chun Tsai, .
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:77:y:2019:i:c:p:75-86.

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  118. Asynchronous stochastic price pump. (2019). Perepelitsa, Misha ; Timofeyev, Ilya.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:516:y:2019:i:c:p:356-364.

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  119. Crashing of efficient stochastic bubbles. (2019). Araujo, Aloisio ; Pascoa, Mario Rui ; Gama, Juan Pablo.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:84:y:2019:i:c:p:136-143.

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  120. Capital regulation and banking bubbles. (2019). El Joueidi, Sarah ; Chevallier, Claire.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:84:y:2019:i:c:p:117-129.

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  121. Bubbles for Fama. (2019). Greenwood, Robin ; You, Yang ; Shleifer, Andrei.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:1:p:20-43.

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  122. The walking debt crisis. (2019). Basse, Tobias ; Kruse, Robinson ; Wegener, Christoph.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402.

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  123. Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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  124. News implied volatility and long-term foreign exchange market volatility. (2019). Yin, Libo ; Han, Liyan ; Liu, Yang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:61:y:2019:i:c:p:126-142.

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  125. Trade-offs between macroeconomic and financial stability objectives. (2019). villieu, patrick ; Popescu, Alexandra ; Fouejieu, Armand .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:81:y:2019:i:c:p:621-639.

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  126. Asset bubbles, banking stability and economic growth. (2019). Xiong, Xiong ; Chen, Langnan ; Wang, Shengquan .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:78:y:2019:i:c:p:108-117.

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  127. The Great Crash of 1929: A Look Back After 90 Years. (2019). Miller, Scott C ; Bruner, Robert F.
    In: Journal of Applied Corporate Finance.
    RePEc:bla:jacrfn:v:31:y:2019:i:4:p:43-58.

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  128. Are Long-Horizon Expectations (De-)Stabilizing? Theory and Experiments. (2019). Salle, Isabelle ; McGough, Bruce ; Hommes, Cars ; Evans, George.
    In: Staff Working Papers.
    RePEc:bca:bocawp:19-27.

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  129. Regime-Dependent Effects on Stock Market Return Dynamics: Evidence from SAARC Countries. (2019). Mustafa, Khalid ; Ahmed, Zobia Israr.
    In: Asian Development Policy Review.
    RePEc:asi:adprev:2019:p:111-132.

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  130. A Time-Varying Parameter Model for Local Explosions. (2018). Koopman, Siem Jan ; Blasques, Francisco ; Nientker, Marc.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180088.

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  131. Speculative price bubbles in urban housing markets. (2018). Michelsen, Claus ; Kholodilin, Konstantin ; Ulbricht, Dirk.
    In: Empirical Economics.
    RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1347-x.

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  132. Early warning on stock market bubbles via methods of optimization, clustering and inverse problems. (2018). Iyigun, Cem ; Weber, Gerhard-Wilhelm ; Kurum, Efsun .
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-017-2496-1.

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  133. The Gilded Bubble Buffer. (2018). Perez-Reyna, David ; Freixas, Xavier.
    In: Working papers.
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  134. An Examination of the Occurrence of Speculative Bubbles in the US Stock Markets. (2018). Mulla, Pranvera ; Gumeni, Anita ; Shalari, Ornela .
    In: Romanian Economic Journal.
    RePEc:rej:journl:v:21:y:2018:i:67:p:98-109.

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  135. Credit Growth, Rational Bubbles and Economic Efficiency. (2018). Freixas, Xavier.
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:60:y:2018:i:1:d:10.1057_s41294-018-0054-8.

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  136. Fair Value in Finance: Fifty Shades of Fairness. (2018). Volkova, Olga.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2018:i:39:p:85-109.

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  137. Diagnostic Bubbles. (2018). Shleifer, Andrei ; Gennaioli, Nicola ; Bordalo, Pedro ; Kwon, Spencer Yongwook.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25399.

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  138. Asset Pledgeability and Endogenously Leveraged Bubbles. (2018). Phan, Toan ; Bengui, Julien.
    In: Cahiers de recherche.
    RePEc:mtl:montec:07-2018.

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  139. Asset pledgeability and endogenously leveraged bubbles. (2018). Phan, Toan ; Bengui, Julien.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2018-04.

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  140. Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?. (2018). Fakhry, Bachar ; Richter, Christian.
    In: European Journal of Business Science and Technology.
    RePEc:men:journl:v:4:y:2018:i:2:p:111-125.

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  141. Stabilising House Prices: the Role of Housing Futures Trading. (2018). Uluc, Arzu.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:56:y:2018:i:4:d:10.1007_s11146-017-9606-3.

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  142. Two Centuries of Innovations and Stock Market Bubbles. (2018). Devoldere, Bart ; Armstrong, Will J ; Sorescu, Sorin M.
    In: Marketing Science.
    RePEc:inm:ormksc:v:37:y:2018:i:4:p:507-529.

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  143. Linear and Non-Linear Causality Tests of Stock Price and Real Exchange Rate Interactions in Turkey. (2018). Gozde, Zafer Adali.
    In: Fiscaoeconomia.
    RePEc:fis:journl:180105.

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  144. Asset Pledgeability and Endogenously Leveraged Bubbles. (2018). Phan, Toan ; Bengui, Julien.
    In: Working Paper.
    RePEc:fip:fedrwp:18-11.

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  145. Explosive Dynamics in House Prices? An Exploration of Financial Market Spillovers in Housing Markets Around the World. (2018). Martínez García, Enrique ; Grossman, Valerie ; Martinez-Garcia, Enrique.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:342.

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  146. Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices. (2018). Pavlidis, Efthymios ; Martínez García, Enrique ; Grossman, Valerie ; Martinez-Garcia, Enrique.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:325.

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  147. A tale of two indexes: predicting equity market downturns in China. (2018). Ziemba, William ; Lleo, Sebastien.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118923.

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  148. Prevention and landing of bubble. (2018). Wan, Junmin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:56:y:2018:i:c:p:190-204.

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  149. Unemployment and econometric learning. (2018). Singleton, Carl ; Schäfer, Daniel ; Schaefer, Daniel .
    In: Research in Economics.
    RePEc:eee:reecon:v:72:y:2018:i:2:p:277-296.

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  150. Extrapolation and bubbles. (2018). Shleifer, Andrei ; Jin, Lawrence ; Greenwood, Robin ; Barberis, Nicholas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:129:y:2018:i:2:p:203-227.

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  151. Asset pledgeability and endogenously leveraged bubbles. (2018). Bengui, Julien ; Phan, Toan.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:177:y:2018:i:c:p:280-314.

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  152. Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test. (2018). Su, Chi-Wei ; Si, Deng-Kui ; Tao, Ran ; Li, Zheng-Zheng.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:46:y:2018:i:c:p:56-63.

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  153. Will the energy price bubble burst?. (2018). Lee, Chien-Chiang ; Liu, Tie-Ying.
    In: Energy.
    RePEc:eee:energy:v:150:y:2018:i:c:p:276-288.

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  154. Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test. (2018). Zhang, Dayong ; Liu, Jia ; Shi, Xunpeng ; Wang, Tiantian .
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:495-503.

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  155. Identifying price bubble periods in the energy sector. (2018). Escobari, Diego ; Sharma, Shahil.
    In: Energy Economics.
    RePEc:eee:eneeco:v:69:y:2018:i:c:p:418-429.

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  156. Behavioral & experimental macroeconomics and policy analysis: a complex systems approach. (2018). Hommes, Cars.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182201.

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  157. Speculation and Price Indeterminacy in Financial Markets: An Experimental Study. (2018). Sunder, Shyam ; Stock, Thomas ; Huber, Juergen ; Hirota, Shinichi .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2134.

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  158. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
    In: BIS Papers.
    RePEc:bis:bisbps:95.

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  159. A model of adaptive, market behavior generating positive returns, volatility and system risk. (2018). Perepelitsa, Misha.
    In: Papers.
    RePEc:arx:papers:1809.09601.

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  160. Asynchronous stochastic price pump. (2018). Timofeyev, Ilya ; Perepelitsa, Misha.
    In: Papers.
    RePEc:arx:papers:1809.09273.

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  161. BUBBLES IN THE PRICES OF HOUSING? EVIDENCE TO BRAZIL?S ECONOMY. (2018). Silva, Marcelo ; da Nobrega, Cassio ; Paes, Nelson Leito.
    In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting].
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  162. In Search of Housing Bubble in Bangladesh. (2018). Hossain, Md Awlad ; Parvin, Kakoly ; al Jamil, Md Abdullah.
    In: International Journal of Science and Business.
    RePEc:aif:journl:v:2:y:2018:i:3:p:403-409.

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  163. A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor.
    In: 2018 Annual Meeting, August 5-7, Washington, D.C..
    RePEc:ags:aaea18:274387.

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  165. .

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  166. Exuberance in Historical Stock Prices during the Mississippi and South Seas Bubble Episodes. (2017). Oxley, Les ; Hu, Yang.
    In: Working Papers in Economics.
    RePEc:wai:econwp:17/08.

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  167. Is there a Housing Bubble in Turkey?. (2017). coskun, yener ; Arvydas, Jadevicius ; Yener, Coskun .
    In: Real Estate Management and Valuation.
    RePEc:vrs:remava:v:25:y:2017:i:1:p:48-73:n:3.

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  168. Birth or burst of financial bubbles: which one is easier to diagnose?. (2017). Demos, Guilherme ; Sornette, D.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:17:y:2017:i:5:p:657-675.

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  169. Speculative bubbles and contagion: Analysis of volatility’s clusters during the DotCom bubble based on the dynamic conditional correlation model. (2017). Kohn, Maximilian-Benedikt Herwarth ; Zhang, Xibin ; Valls, Pedro L.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1411453.

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  170. The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Akinsomi, Omokolade.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-016-9381-7.

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  171. Searching for rational bubble footprints in the Singaporean and Indonesian stock markets. (2017). Szulczyk, Kenneth ; Nartea, Gilbert ; Cheema, Muhammad.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:41:y:2017:i:3:d:10.1007_s12197-016-9369-3.

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  172. Identifying Price Bubble Periods in the Energy Sector. (2017). Escobari, Diego ; Sharma, Shahil.
    In: MPRA Paper.
    RePEc:pra:mprapa:83355.

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  173. Bubbles for Fama. (2017). Shleifer, Andrei ; Greenwood, Robin ; You, Yang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23191.

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  174. Exuberance in the U.K. Regional Housing Markets. (2017). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan ; Yusupova, Alisa Yevgenyevna .
    In: Working Papers.
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  175. A CVAR scenario for a standard monetary model using theory-consistent expectations. (2017). juselius, katarina.
    In: Discussion Papers.
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  176. Novel advancements in the Markov chain stock model: analysis and inference. (2017). Blasis, Riccardo ; Damico, Guglielmo ; Barbu, Vlad Stefan.
    In: Annals of Finance.
    RePEc:kap:annfin:v:13:y:2017:i:2:d:10.1007_s10436-017-0297-9.

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  177. Incentives for dishonesty: An experimental study with internal auditors. (2017). Fornwagner, Helena ; Eulerich, Marc ; Czermak, Simon ; Balafoutas, Loukas.
    In: Working Papers.
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  178. Bubbles, Blind-Spots and Brexit. (2017). Fry, John ; Brint, Andrew.
    In: Risks.
    RePEc:gam:jrisks:v:5:y:2017:i:3:p:37-:d:105098.

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  179. A tale of two indexes: predicting equity market downturns in China. (2017). Ziemba, William T ; Lleo, Sebastien.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:85131.

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  180. A tale of two indexes: predicting equity market downturns in China. (2017). Ziemba, William ; Lleo, Sebastien.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118952.

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  181. Speculative bubbles in emerging stock markets and macroeconomic factors: A new empirical evidence for Asia and Latin America. (2017). Ngoc, Thi Bich.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:454-467.

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  182. Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. (2017). Chen, Shyh-Wei ; Xie, Zixiong.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:48:y:2017:i:c:p:339-354.

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  183. The volatility of exchange rates and the non-normality of stock returns. (2017). Blau, Benjamin.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:91:y:2017:i:c:p:41-52.

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  184. Shadows in the Sun: Crash risk behind Earnings Transparency. (2017). Hung, Shengmin ; Qiao, Zheng.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:83:y:2017:i:c:p:1-18.

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  185. Trust and stock price crash risk: Evidence from China. (2017). Li, Xiaorong ; Wang, Xue.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:76:y:2017:i:c:p:74-91.

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  186. When Will Occur the Crude Oil Bubbles?. (2017). Su, Chi-Wei ; Lobon, Oana-Ramona ; Chang, Hsu-Ling ; Li, Zheng-Zheng.
    In: Energy Policy.
    RePEc:eee:enepol:v:102:y:2017:i:c:p:1-6.

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  187. Cash inflow and trading horizon in asset markets. (2017). Razen, Michael ; Kirchler, Michael ; Huber, Jurgen.
    In: European Economic Review.
    RePEc:eee:eecrev:v:92:y:2017:i:c:p:359-384.

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  188. Do bubbles have an explosive signature in markov switching models?. (2017). Fraser, Iain ; Balcombe, Kelvin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:66:y:2017:i:c:p:81-100.

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  189. Super-Exponential RE Bubble Model with Efficient Crashes. (2017). Kreuser, Jerome L ; Sornette, Didier.
    In: Swiss Finance Institute Research Paper Series.
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  190. Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles. (2017). Smilyanov, Georgi ; Cauwels, Peter ; Sornette, Didier.
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  191. Price bubbles and financial markets efficiency. (2017). Donev, Doncho .
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  192. BUBBLES, CRASHES, AND ENDOGENOUS UNCERTAINTY IN LINKED ASSET AND PRODUCT MARKETS*. (2016). Kimbrough, Erik ; Jaworski, Taylor.
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  193. Bubbles in US Regional House Prices: Evidence from House Price/Income Ratios at the State Level. (2016). Oxley, Les ; Hu, Yang.
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  194. A dynamical systems model of price bubbles and cycles. (2016). Cheriyan, Vinod ; Kleywegt, Anton J.
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  195. Stock market bubbles and unemployment. (2016). Wang, Pengfei ; Miao, Jianjun ; Xu, Lifang.
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  196. Testing explosive behavior in the gold market. (2016). Long, Wei ; Li, Dingding.
    In: Empirical Economics.
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  197. Frictional Unemployment and Stochastic Bubbles. (2016). Wasmer, Etienne ; Vuillemey, Guillaume.
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  198. Periodically Collapsing Bubbles in the South African Stock Market. (2016). Wohar, Mark ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  199. Alternative Evaluation of S&P 500 index in Relation to Quantitative Easing. (2016). Sirucek, Martin ; Galeka, Ondej ; Irek, Martin.
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  200. Financial Bubble Detection : A Non-Linear Method with Application to S&P 500. (2016). Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos.
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  201. Particularitǎţi ale evoluţiei variabilelor financiare. (2016). Stefanescu, Razvan ; Dumitriu, Ramona.
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  202. Comparison of Monetary Policy Actions and Central Bank Communication on Tackling Asset Price Bubbles—Evidence from China’s Stock Market. (2016). Liu, Zhixin ; Sun, OU.
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  203. A Raging Bull or a Long-term Speculative Bubble? The Puzzling Case of the Karachi Stock Exchange. (2016). Rosser, Barkley ; Uppal, Jamshed Y ; J. Barkley Rosser, Jr., ; Ahmed, Ehsan .
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  204. Extrapolation and Bubbles. (2016). Shleifer, Andrei ; Jin, Lawrence ; Greenwood, Robin ; Barberis, Nicholas.
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  205. The European Crisis Without End: The Consequences of European Monetary Integration. (2016). , Haytham .
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  206. The European Crisis Without End: The Consequences of European Monetary Integration. (2016). , Haytham .
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  207. Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun. (2016). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan ; Martínez García, Enrique ; Martinez-Garcia, Enrique ; Yusupova, Alisa ; Grossman, Valerie ; Mack, Adrienne .
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  208. Frictional Unemployment with Stochastic Bubbles. (2016). Wasmer, Etienne ; Vuillemey, Guillaume.
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  209. Cash Inflow and Trading Horizon in Asset Markets. (2016). Razen, Michael ; Kirchler, Michael ; Huber, Jurgen.
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  210. Frictional Unemployment and Stochastic Bubbles. (2016). Wasmer, Etienne ; Vuillemey, Guillaume.
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  211. Are All Booms and Busts Created Equal? A New Methodology for Understanding Bull and Bear Stock Markets. (2016). Forero-Laverde, German.
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  212. Price Bubbles Spillover among Asset Markets: Evidence from Iran. (2016). Shahrazi, Milad ; Elmi, Zahra Mila ; Rasekhi, Saeed.
    In: Iranian Economic Review (IER).
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  213. Periodically collapsing bubbles in the South African stock market. (2016). Wohar, Mark ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Research in International Business and Finance.
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  214. Non-linearities in financial bubbles: Theory and Bayesian evidence from S&P500. (2016). Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos.
    In: Journal of Financial Stability.
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  215. Asset pricing with financial bubble risk. (2016). Phillips, Peter ; Lee, Ji Hyung ; Hyung, JI ; PEter, .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pb:p:590-622.

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  216. Bubbling over! The behaviour of oil futures along the yield curve. (2016). Kellard, Neil ; Tsvetanov, Daniel ; Coakley, Jerry.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pb:p:516-533.

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  217. Fundamentals and rational bubbles in the Korean housing market: A modified present-value approach. (2016). Kim, Jan R ; Lim, Gieyoung .
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  218. Are there periodically collapsing bubbles in the stock markets? New international evidence. (2016). Chen, Shyh-Wei ; Xie, Zixong ; Hsu, Chi-Sheng .
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    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:442-451.

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  219. Financial power laws: Empirical evidence, models, and mechanisms. (2016). Alfarano, Simone ; Lux, Thomas.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:88:y:2016:i:c:p:3-18.

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  220. Unemployment and econometric learning. (2016). Singleton, Carl ; Schäfer, Daniel ; Schaefer, Daniel .
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  221. Frictional Unemployment with Stochastic Bubbles. (2016). Wasmer, Etienne ; Vuillemey, Guillaume.
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  222. Chinas housing bubble burst?. (2016). Liu, Tie-Ying ; Jiang, Xu-Zhao ; Su, Chi-Wei ; Chang, Hsu-Ling.
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  223. Generalized semi-Markovian dividend discount model: risk and return. (2016). D'Amico, Guglielmo.
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  224. Investor heterogeneity and asymmetric volatility under short-sale constraints: Evidence from Korean fund market. (2015). Sohn, Pando ; Seo, Ji-Yong.
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  225. Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater. (2015). Szafarz, Ariane.
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  226. A Quantitative Analysis of the US Housing and Mortgage Markets and the Foreclosure Crisis. (2015). Eyigungor, Burcu ; Chatterjee, Satyajit.
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  227. House prices: bubbles, exuberance or something else? Evidence from euro area countries. (2015). Rodrigues, Paulo ; Loureno, Rita .
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  228. Conţinutul analizei seriilor de timp financiare. (2015). Stefanescu, Razvan ; Dumitriu, Ramona.
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  229. Unemployment and econometric learning. (2015). Singleton, Carl.
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  230. What causes housing bubbles? A theoretical and empirical inquiry. (2015). Márquez-Velázquez, Alejandro ; Joebges, Heike ; Dullien, Sebastian ; Mrquez-Velzquez, Alejandro .
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  231. Is Farm Real Estate The Next Bubble?. (2015). Stokes, Jeffrey ; Olsen, Brett .
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  232. Is the sovereign debt market efficient? Evidence from the US and German sovereign debt markets. (2015). Richter, Christian ; Fakhry, Bachar.
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  233. Rational Speculators, Contrarians, and Excess Volatility. (2015). Lof, Matthijs.
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  234. What causes housing bubbles?. (2015). Márquez-Velázquez, Alejandro ; Joebges, Heike ; Dullien, Sebastian ; Marquez-Velazquez, Alejandro .
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  235. A quantitative analysis of the u.s. housing and mortgage markets and the foreclosure crisis. (2015). Eyigungor, Burcu ; Chatterjee, Satyajit.
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  236. Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun. (2015). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan ; Martínez García, Enrique ; Mack, Adrienne ; Martinez-Garcia, Enrique ; Yusupova, Alisa .
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  237. Super-exponential growth expectations and the global financial crisis. (2015). Sornette, Didier ; Nax, Heinrich H ; Leiss, Matthias .
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  238. Are there periodically collapsing bubbles in the REIT markets? New evidence from the US. (2015). Chen, Shyh-Wei ; Xie, Zixiong.
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  239. Signalling the Dotcom bubble: A multiple changes in persistence approach. (2015). De Medeiros, Otavio ; Leone, Vitor.
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  240. X-CAPM: An extrapolative capital asset pricing model. (2015). Shleifer, Andrei ; Greenwood, Robin ; Barberis, Nicholas ; Jin, Lawrence.
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  241. Banking bubbles and financial crises. (2015). Wang, Pengfei ; Miao, Jianjun.
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  242. Commonality in hedge fund returns: Driving factors and implications. (2015). Klaus, Benjamin ; Hoerova, Marie ; Bussiere, Matthieu.
    In: Journal of Banking & Finance.
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  243. Gold bubbles: When are they most likely to occur?. (2015). Nian, Rui ; Chang, Hsu-Ling ; Zhao, Yanping ; Su, Chi-Wei.
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  244. Testing the mixture of distributions hypothesis on target stocks. (2015). Kearney, Colm ; Carroll, Rachael .
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  245. Liquidity shocks and stock bubbles. (2015). Nneji, Ogonna .
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  246. Rational speculative bubbles in the US stock market and political cycles. (2015). Wang, Miao ; Wong, M. C. Sunny, ; Wong,M. C. Sunny, .
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  247. The gold price in times of crisis. (2015). Biakowski, Jdrzej ; Wisniewski, Tomasz P ; Stephan, Patrick M ; Bohl, Martin T.
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  248. An analytical review of volatility metrics for bubbles and crashes. (2015). Vogel, Harold L. ; Werner, Richard A..
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  249. Super-exponential growth expectations and the global financial crisis. (2015). Leiss, Matthias ; Sornette, Didier ; Nax, Heinrich H..
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  250. Investment Horizons and Price Indeterminacy in Financial Markets. (2015). Sunder, Shyam ; Hirota, Shinichi ; Stock, Thomas ; Huber, Juergen.
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  251. The Intrinsic Instability of Financial Markets. (2015). Inoua, Sabiou .
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  252. Rational expectation bubbles: evidence from Hong Kongs sub-indices. (2014). Li, Kui-Wai ; Shimada, Junji ; Miyakoshi, Tatsuyoshi.
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  253. Bubbles, Crashes and Endogenous Uncertainty in Linked Asset and Product Markets. (2014). Kimbrough, Erik ; Jaworski, Taylor.
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  254. Revisiting Herding Behavior in REITs: A Regime-Switching Approach. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet ; Philippas, Nikolaos.
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  255. Dynamic modeling of commodity futures prices. (2014). Karapanagiotidis, Paul.
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  256. Rational Expectation Bubbles: Evidence from Hong Kong’s Sub-Indices. (2014). Li, Kui-Wai ; Shimada, Junji ; Miyakoshi, Tatsuyoshi.
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  257. Are there nonlinear speculative bubbles in commodities prices?. (2014). Uppal, Jamshed ; Rosser, Barkley ; Ahmed, Ehsan .
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  258. Episodes of exuberance in housing markets. (2014). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan ; Martínez García, Enrique ; Mack, Adrienne ; Crossman, Valerie ; Martinez-Garcia, Enrique ; Yusupova, Alisa .
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  259. Monitoring housing markets for episodes of exuberance. (2014). Mack, Adrienne ; Grossman, Valerie ; Paya, Ivan ; Martnez-Garca, Enrique ; Pavlidis, Efthymios ; Peel, David ; Yusupova, Alisa .
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  260. Identifying Speculative Bubbles; A Two-Pillar Surveillance Framework. (2014). Jones, Bradley.
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  261. Behavioral Economics and Macroeconomic Models. (2014). Holden, Steinar ; Driscoll, John.
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  262. Revisiting Herding Behavior in REITs: A RegimeSwitching Approach. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet ; Philippas, Nikolaos.
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  263. Cointegrated Periodically Collapsing Bubbles in the Exchange Rate of BRICS Countries. (2014). Tourinho, Octavio Augusto ; Maldonado, Wilfredo ; Jorge A. B. M. de Abreu, ; Octavio A. F. Tourinho, .
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  264. Speculative dynamics and price behavior in the Shanghai Stock Exchange. (2014). Koutmos, Dimitrios ; Song, Wei.
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  265. Introduction to economic theory of bubbles. (2014). Miao, Jianjun.
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  266. Behavioral economics and macroeconomic models. (2014). Holden, Steinar ; Driscoll, John.
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  267. A leverage-based model of speculative bubbles. (2014). Barlevy, Gadi.
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  268. Can interest rates really control house prices? Effectiveness and implications for macroprudential policy. (2014). Tripe, David ; Shi, Song ; Jou, Jyh-Bang.
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  269. The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals. (2014). Sornette, D. ; Ren, R. E. ; Lin, L..
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  270. Periodically collapsing Evans bubbles and stock-price volatility. (2014). Wilfling, Bernd ; Rotermann, Benedikt.
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  271. Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets. (2014). Bekiros, Stelios.
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  272. Steady state distributions for models of locally explosive regimes: Existence and econometric implications. (2014). Knight, John ; Satchell, Stephen ; Srivastava, Nandini .
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  273. Commonality in hedge fund returns: driving factors and implications. (2014). Klaus, Benjamin ; Hoerova, Marie ; Bussiere, Matthieu.
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  274. Behavioral Economics and Macroeconomic Models. (2014). Holden, Steinar ; Driscoll, John.
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  277. Asset prices, collateral, and unconventional monetary policy in a DSGE model. (2013). Hilberg, Bjorn ; Hollmayr, Josef.
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  278. When bubbles burst: econometric tests based on structural breaks. (2013). Kruse, Robinson ; Breitung, Jörg.
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  279. Les bulles « robustes »: Pourquoi il faut construire des logements en région parisienne. (2013). Timbeau, Xavier.
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  280. Les bulles robustes : pourquoi il faut construire des logements en région parisienne. (2013). Timbeau, Xavier.
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  281. Commercial Real Estate and Equity Market Bubbles: Are They Contagious to REITs?. (2013). Brooks, Chris ; Ward, Charles ; Nneji, Ogonna .
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  282. Speculative Rational Bubbles: Asset Prices in GCC Equity Markets. (2013). Omar, Mohd ; Abdul Manap, Turkhan Ali ; Abdul Manap, Turkhan Ali, .
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  283. Essays on Expectations and the Econometrics of Asset Pricing. (2013). Lof, Matthijs.
    In: MPRA Paper.
    RePEc:pra:mprapa:59064.

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  284. Empirical evidence for nonlinearity and irreversibility of commodity futures prices. (2013). Karapanagiotidis, Paul.
    In: MPRA Paper.
    RePEc:pra:mprapa:56801.

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  285. Testing rational speculative bubbles in Central European stock markets. (2013). Stavarek, Daniel ; Kajurova, Veronika ; Deev, Oleg.
    In: MPRA Paper.
    RePEc:pra:mprapa:46582.

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  286. Evolutionary Thinking in Microeconomic Models: Prestige Bias and Market Bubbles. (2013). Bell, Adrian Viliami.
    In: PLOS ONE.
    RePEc:plo:pone00:0059805.

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  287. Rational speculative bubbles in the Asian stock markets: Tests on deterministic explosive bubbles and stochastic explosive root bubbles. (2013). Quan, Lianfeng ; Chen, Yen-Hsiao .
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:14:y:2013:i:3:d:10.1057_jam.2013.13.

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  288. Bubbles, Crises, and Heterogeneous Beliefs. (2013). Xiong, Wei.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18905.

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  289. Financial Crises Explanations, Types, and Implications. (2013). Kose, Ayhan ; Claessens, Stijn.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/028.

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  290. Les bulles robustes : pourquoi il faut construire des logements en région parisienne. (2013). Timbeau, Xavier.
    In: Post-Print.
    RePEc:hal:journl:hal-00973073.

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  291. Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?. (2013). Khalifa, Ahmed ; Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:erg:wpaper:819.

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  292. Testing for speculative bubbles in asset prices. (2013). Katsaris, Apostolos ; Anderson, Keith ; Brooks, Chris.
    In: Chapters.
    RePEc:elg:eechap:14545_3.

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  293. Reconnecting investment to stock markets: the role of corporate net worth evaluation. (2013). Gerba, Eddie.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:56396.

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  294. A Heterogenous Agent Foundation for Tests of Asset Price Bubbles. (2013). Shi, Shuping ; Arora, Vipin.
    In: CAMA Working Papers.
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  295. Financial Crises: Explanations, Types and Implications. (2013). Kose, Ayhan ; Claessens, Stijn.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-06.

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  296. The multiscale causal dynamics of foreign exchange markets. (2013). Marcellino, Massimiliano ; Bekiros, Stelios.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:33:y:2013:i:c:p:282-305.

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  297. Behavioral aspects of arbitrageurs in timing games of bubbles and crashes. (2013). Matsushima, Hitoshi.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:148:y:2013:i:2:p:858-870.

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  298. Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price. (2013). Hommes, Cars ; Husler, A. ; Sornette, D..
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:92:y:2013:i:c:p:304-316.

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  299. Institutional investor stability and crash risk: Monitoring versus short-termism?. (2013). Callen, Jeffrey L. ; Huafang, Xiao .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:3047-3063.

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  300. A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China. (2013). Asako, Kazumi ; Liu, Zhentao .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:7:p:2639-2651.

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  301. Investor herds and regime-switching: Evidence from Gulf Arab stock markets. (2013). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:23:y:2013:i:c:p:295-321.

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  302. Bubbles, Financial Crises, and Systemic Risk. (2013). Brunnermeier, Markus K ; Oehmke, Martin.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-1221-1288.

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  303. Testing for financial crashes using the Log Periodic Power Law model. (2013). Bree, David S. ; Joseph, Nathan Lael .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:287-297.

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  304. Least squares estimation in a simple random coefficient autoregressive model. (2013). Johansen, Soren ; Lange, Theis .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:285-288.

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  305. Detecting bubbles in Hong Kong residential property market. (2013). Yu, Jun ; JunYu, ; Yiu, Matthew S. ; MatthewS. Yiu, ; Jin, LU.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:28:y:2013:i:c:p:115-124.

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  306. Periodically collapsing Evans bubbles and stock-price volatility. (2013). Wilfling, Bernd ; Rotermann, Benedikt.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:2813.

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  307. Financial Crises: Explanations, Types, and Implications. (2013). Kose, Ayhan ; Claessens, Stijn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9329.

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  308. A stochastic model for speculative bubbles. (2013). GADAT, Sébastien ; Panloup, Fabien ; Miclo, Laurent .
    In: Papers.
    RePEc:arx:papers:1309.6287.

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  309. On the power and weakness of rational expectations: Logical fallacies, periodic bubbles and business cycles. (2012). Gracia, Eduard .
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201227.

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  310. Testing for Rational Speculative Bubbles on the Estonian Stock Market. (2012). Kulikov, Dmitry .
    In: Research in Economics and Business: Central and Eastern Europe.
    RePEc:ttu:rebcee:4.

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  311. Role of Leverage in Bubbles and Crashes. (2012). Matsushima, Hitoshi.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2012cf859.

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  312. Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes. (2012). Matsushima, Hitoshi.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2012cf857.

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  313. Addressing Economic Crises: The Reference-Class Problem. (2012). Szafarz, Ariane ; OOSTERLINCK, Kim ; De Scheemaekere, Xavier.
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/127947.

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  314. An Experimental Examination of Asset Pricing Under Market Uncertainty. (2012). Kimbrough, Erik ; Jaworski, Taylor ; Jaworskiy, Taylor .
    In: Discussion Papers.
    RePEc:sfu:sfudps:dp12-21.

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  315. Duration dependence test for rational speculative bubble: the strength and weakness. (2012). Ahmad, Mahyudin.
    In: MPRA Paper.
    RePEc:pra:mprapa:42156.

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  316. Applying approximate entropy (ApEn) to speculative bubble in the stock market. (2012). Bhaduri, Saumitra ; Saumitra, Bhaduri .
    In: MPRA Paper.
    RePEc:pra:mprapa:38015.

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  317. Applying approximate entropy (ApEn) to speculative bubble in the stock market. (2012). .
    In: MPRA Paper.
    RePEc:pra:mprapa:37980.

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  318. Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble.. (2012). Leone, Vitor ; De Medeiros, Otavio.
    In: Working Papers.
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  319. Bubbles, Financial Crises, and Systemic Risk. (2012). Brunnermeier, Markus ; Oehmke, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18398.

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  320. A Minsky-Kindleberger Perspective on the Financial Crisis. (2012). Rosser, Barkley ; Gallegati, Mauro.
    In: Journal of Economic Issues.
    RePEc:mes:jeciss:v:46:y:2012:i:2:p:449-458.

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  321. Fertilizer markets and its interplay with commodity and food prices. (2012). Ott, Herve .
    In: JRC Working Papers.
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  322. Implications of insights from behavioral economics for macroeconomic models. (2012). Holden, Steinar.
    In: IMK Working Paper.
    RePEc:imk:wpaper:99-2012.

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  323. Implications of Insights from Behavioral Economics for Macroeconomic Models. (2012). Holden, Steinar.
    In: Memorandum.
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  324. Shock-dependent conditional skewness in international aggregate stock markets. (2012). Lai, Jing-Yi .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:1:p:72-83.

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  325. Intangible capital, relative asset shortages and bubbles. (2012). Giglio, Stefano ; Severo, Tiago .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:59:y:2012:i:3:p:303-317.

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  326. Exchange rate bubbles: Fundamental value estimation and rational expectations test. (2012). Tourinho, Octavio Augusto ; Maldonado, Wilfredo ; Jorge, Marcos ; Tourinho, Octavio A. F., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:5:p:1033-1059.

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  327. Rational asset pricing bubbles and portfolio constraints. (2012). Hugonnier, Julien.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:147:y:2012:i:6:p:2260-2302.

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  328. Myopic rationality in a Mania. (2012). Campbell, Gareth.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:49:y:2012:i:1:p:75-91.

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  329. Some properties of periodically collapsing bubbles. (2012). Yoon, Gawon .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:2:p:299-302.

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  330. House price bubbles in China. (2012). Yuan, Yufei ; Ren, Yu ; Xiong, Cong .
    In: China Economic Review.
    RePEc:eee:chieco:v:23:y:2012:i:4:p:786-800.

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  331. Dynamic market selection in EU business services. (2012). Duineveld, Sijmen ; Klomp, Jeroen ; Bijlsma, Michiel.
    In: CPB Discussion Paper.
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  332. Role of Leverage in Bubbles and Crashes. (2012). Matsushima, Hitoshi.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf288.

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  333. Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes. (2012). Matsushima, Hitoshi.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf285.

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  334. Stock Market Bubbles and Unemployment. (2012). Wang, Pengfei ; Miao, Jianjun ; Xu, Lifang .
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2012-011.

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  335. Banking Bubbles and Financial Crisis. (2012). Wang, Pengfei ; Miao, Jianjun.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2012-010.

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  336. Detecting asset price bubbles with time-series methods. (2012). Taipalus, Katja.
    In: Scientific Monographs.
    RePEc:bof:bofism:2012_047.

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  337. Commonality in hedge fund returns: driving factors and implications. (2012). Klaus, Benjamin ; Hoerova, Marie ; Bussiere, Matthieu.
    In: Working papers.
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  338. Asset Prices and Monetary Policy – A sticky-dispersed information model. (2012). Areosa, Waldyr.
    In: Working Papers Series.
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  339. Are There Bubbles in the Art Market? The Detection of Bubbles when Fair Value is Unobservable. (2012). Srivastava, Nandini ; Satchell, Stephen.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:1209.

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  340. Steady-State Distributions for Models of Bubbles: their Existence and Econometric Implications. (2012). Knight, John ; Satchell, Stephen ; Srivastava, Nandini .
    In: Birkbeck Working Papers in Economics and Finance.
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  341. Bubbles and Crashes Revisited. (2012). Johnson, Dean ; Joyce, Patrick .
    In: Review of Economics & Finance.
    RePEc:bap:journl:120303.

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  342. Super-exponential bubbles in lab experiments: evidence for anchoring over-optimistic expectations on price. (2012). Hommes, Cars ; Husler, Andreas ; Sornette, Didier.
    In: Papers.
    RePEc:arx:papers:1205.0635.

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  343. Testing for Speculative Bubbles in Agricultural Commodity Prices: A Regime Switching Approach. (2012). Odening, Martin ; Filler, Guenther ; Liu, Xiaoliang .
    In: 123rd Seminar, February 23-24, 2012, Dublin, Ireland.
    RePEc:ags:eaa123:122554.

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  344. Speculative bubbles in mass and luxury properties: an investigation of the Hong Kong residential market. (2011). Hui, Eddie Chi-Man ; Lau, Otto Muk-Fai ; Ng, Ivan .
    In: Construction Management and Economics.
    RePEc:taf:conmgt:v:29:y:2011:i:8:p:781-793.

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  345. Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals. (2011). Valls Pereira, Pedro ; Marçal, Emerson ; Diogenes Manoel Leiva Martin, ; Nakamura, Wilson Toshiro .
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:19:p:2365-2379.

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  346. Are there bubbles in the REITs market? New evidence using regime-switching approach. (2011). Hassan, M. Kabir ; Paskelian, Ohannes George ; Huff, Kathryn Whittaker .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:19:p:1451-1461.

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  347. Practical implications of higher moments in risk management. (2011). Lisi, Francesco ; Grigoletto, Matteo.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:20:y:2011:i:4:p:487-506.

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  348. Bubbles and Credit Constraints. (2011). Wang, Pengfei ; Miao, Jianjun.
    In: 2011 Meeting Papers.
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  349. Housing and equity bubbles: Are they contagious to REITs?. (2011). Brooks, Chris ; Ward, Charles ; Nneji, Ogonna .
    In: ICMA Centre Discussion Papers in Finance.
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  350. Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009. (2011). Brooks, Chris ; Ward, Charles ; Nneji, Ogonna .
    In: ICMA Centre Discussion Papers in Finance.
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  351. Rational bubbles and the spirit of capitalism. (2011). Zhou, Ge.
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  352. Buborékok és legendák. Válságok és válságmagyarázatok - II/2. rész. A Déltengeri Társaság. (2011). Madarasz, Aladar .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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  353. A Macroprudential Perspective in Central Banking. (2011). Shiratsuka, Shigenori.
    In: IMES Discussion Paper Series.
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  354. The Classification and Identification of Asset Price Bubbles. (2011). Kubicová, Ivana ; Komarek, Lubos ; Kubicova, Ivana.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:61:y:2011:i:1:p:34-48.

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  355. Detección de burbujas inmobiliarias: el caso español. (2011). Bellod Redondo, José Francisco ; Jose Francisco Bellod Redondo, .
    In: Contribuciones a la Economía.
    RePEc:erv:contri:y:2011:i:2011-05:13.

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  356. Household lending, interest rates and housing price bubbles in Korea: Regime switching model and Kalman filter approach. (2011). Min, Hong-Ghi ; Kim, Bong-Han.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:1415-1423.

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  357. Asset prices, collateral and unconventional monetary policy in a DSGE model. (2011). Hilberg, Bjorn ; Hollmayr, Josef.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111373.

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  358. THE PERIOD OF FINANCIAL DISTRESS IN SPECULATIVE MARKETS: INTERACTING HETEROGENEOUS AGENTS AND FINANCIAL CONSTRAINTS. (2011). Rosser, Barkley ; Palestrini, Antonio ; Gallegati, Mauro.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:15:y:2011:i:01:p:60-79_09.

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  359. Carry Trades, Monetary Policy and Speculative Dynamics. (2011). Shin, Hyun Song ; plantin, guillaume.
    In: CEPR Discussion Papers.
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  360. Bubbles and Credit Constraints. (2011). Wang, Pengfei ; Miao, Jianjun.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2011-031.

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  361. An investigation of bubble spillovers from the stock market and the residential property market to REITs. (2011). Ward, Charles ; Nneji, Ogonna .
    In: ERES.
    RePEc:arz:wpaper:eres2011_75.

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  362. Diagnosis and Prediction of Market Rebounds in Financial Markets. (2011). Yan, Wanfeng ; Sornette, Didier ; Woodard, Ryan .
    In: Papers.
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  363. Some econometric results for the Blanchard-Watson bubble model. (2011). Johansen, Soren ; Lange, Theis .
    In: CREATES Research Papers.
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  364. Seoul housing prices and the role of speculation. (2010). Xiao, Qin ; PARK, DONGHYUN.
    In: Empirical Economics.
    RePEc:spr:empeco:v:38:y:2010:i:3:p:619-644.

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  365. Learning about Risk and Return: A Simple Model of Bubbles and Crashes. (2010). Evans, George ; Branch, William ; GeorgeW. Evans, ; WilliamA. Branch, .
    In: CDMA Working Paper Series.
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  366. Emerging Markets and Stock Market Bubbles: Nonlinear Speculation?. (2010). Uppal, Jamshed ; Rosser, Barkley ; Ahmed, Ehsan .
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:46:y:2010:i:4:p:23-40.

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  367. Price Run-up in Housing Markets, Access to Bank Lending and House Prices in Korea. (2010). Park, Yun ; Bang, Doowon ; Bahng, Doo .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:40:y:2010:i:3:p:332-367.

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  368. Bubbles in China. (2010). Lehkonen, Heikki .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:2:p:113-117.

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  369. Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector?. (2010). Brooks, Chris ; Katsaris, Apostolos ; Anderson, Keith.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:3:p:345-361.

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  370. Learning about Risk and Return: A Simple Model of Bubbles and Crashes. (2010). Evans, George ; Branch, William ; GeorgeW. Evans, .
    In: SIRE Discussion Papers.
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  371. A Direct Test of Rational Bubbles. (2010). Trede, Mark ; Geiecke, Friedrich .
    In: CQE Working Papers.
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  372. Skewness in Stock Returns:Reconciling the Evidence on Firm versus Aggregate Returns. (2010). Albuquerque, Rui.
    In: CEPR Discussion Papers.
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  373. Systemic risk in the financial sector; a review and synthesis. (2010). Duineveld, Sijmen ; Klomp, Jeroen ; Bijlsma, Michiel.
    In: CPB Document.
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  374. Sentiment, Convergence of Opinion, and Market Crash. (2010). Wang, Qingwei.
    In: Working Papers.
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  375. The Hazards of Propping Up: Bubbles and Chaos. (2010). Maymin, Philip.
    In: Papers.
    RePEc:arx:papers:1002.2282.

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  376. How to grow a bubble: A model of myopic adapting agents. (2010). Harras, Georges ; Sornette, D..
    In: Papers.
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  378. Of bubbles and bankers: The impact of financial booms on labor markets. (2009). Wuergler, Tobias .
    In: IEW - Working Papers.
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  379. Essay in dividend modelling and forecasting: does nonlinearity help?. (2009). JAWADI, Fredj.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:19:y:2009:i:16:p:1329-1343.

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  380. How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong?. (2009). Szafarz, Ariane.
    In: Working Papers CEB.
    RePEc:sol:wpaper:09-048.

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  381. Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?. (2009). Yu, Jun ; Wu, Yangru ; Phillips, Peter ; Peter C. B. Philips, .
    In: Working Papers.
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  382. Housing Prices and the Role of Speculation: The Case of Seoul. (2009). Xiao, Qin ; PARK, DONGHYUN.
    In: ADB Economics Working Paper Series.
    RePEc:ris:adbewp:0146.

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  383. Equilibrium Subprime Lending. (2009). plantin, guillaume ; Makarov, Igor .
    In: 2009 Meeting Papers.
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  384. Testing for periodically collapsing rational speculative bubbles in US REITs. (2009). Brooks, Chris ; Tsolacos, Sotiris ; Anderson, Keith.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2009-11.

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  385. The Japanese Bubble: A Heterogeneous Approach. (2009). barsky, robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15052.

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  386. THE HAZARDS OF PROPPING UP: BUBBLES AND CHAOS. (2009). Maymin, Philip.
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:3:y:2009:i:2:p:83-93.

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  387. Crises financières : rôle de linformation et mimétisme légal. (2009). Levy, Aldo ; Bensimhon, Larry .
    In: Post-Print.
    RePEc:hal:journl:halshs-00593988.

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  388. Analysis Of a Possible Bubble On the Russian Real Estate Market. (2009). Polevoy, Dmitry ; Narkevich, Sergey ; Drobyshevsky, Sergey ; Pikulina, E.
    In: Research Paper Series.
    RePEc:gai:rpaper:87.

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  389. Bolhas Racionais no Índice Bovespa. (2009). Da Silva, Sergio ; Nunes, Mauricio Simiano .
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:63:y:2009:i:2:a:1098.

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  390. Riding Bubbles. (2009). Kole, Erik ; Jacobsen, B. ; Gunster, N. K. ; Kole, H. J. W. G., .
    In: ERIM Report Series Research in Management.
    RePEc:ems:eureri:17525.

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  391. A note on testing regime switching assumption based on recurrence times. (2009). Hsieh, Fushing ; Sen, Rituparna.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:79:y:2009:i:24:p:2443-2450.

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  392. Revisiting dividend yield dynamics and returns predictability: Evidence from a time-varying ESTR model. (2009). McMillan, David G..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:3:p:870-883.

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  393. Intrinsic bubbles and Granger causality in the S&P 500: Evidence from long-term data. (2009). Chen, An-Sing ; Cheng, Lee-Young.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:12:p:2275-2281.

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  394. Bubbles and crashes: Gradient dynamics in financial markets. (2009). Friedman, Daniel ; Abraham, Ralph .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:4:p:922-937.

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  395. Underreaction to fundamental information and asymmetry in mispricing between bullish and bearish markets. An experimental study. (2009). Kirchler, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:2:p:491-506.

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  396. Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?. (2009). Yu, Jun ; Wu, Yangru ; JunYu, ; Peter C. B. Philips, .
    In: Finance Working Papers.
    RePEc:eab:financ:23050.

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  397. Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?. (2009). Yu, Jun ; Wu, Yangru ; Phillips, Peter ; Peter C. B. Phillips, .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1699.

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  398. Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity. (2009). Albuquerque, Rui.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7573.

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  399. Diagnostics of Rational Expectation Financial Bubbles with Stochastic Mean-Reverting Termination Times. (2009). Sornette, Didier ; Lin, LI.
    In: Papers.
    RePEc:arx:papers:0911.1921.

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  400. A Computational View of Market Efficiency. (2009). Lo, Andrew ; Hasanhodzic, Jasmina ; Viola, Emanuele .
    In: Papers.
    RePEc:arx:papers:0908.4580.

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  401. ECONOPHYSICS AND ECONOMIC COMPLEXITY. (2008). Rosser, Barkley.
    In: Advances in Complex Systems (ACS).
    RePEc:wsi:acsxxx:v:11:y:2008:i:05:n:s0219525908001957.

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  402. Empirical essays on the information transfer between and the informational efficiency of stock markets. (2008). Zolotoy, L..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:2a2652c6-1060-4622-8721-891457dd7e6b.

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  403. Uncertainty, Difficulty, and Complexity. (2008). .
    In: Journal of Theoretical Politics.
    RePEc:sae:jothpo:v:20:y:2008:i:2:p:115-149.

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  404. Preços do petróleo e bolhas especulativas: algumas evidências para o mercado de WTI. (2008). Cavalcante, Mileno.
    In: MPRA Paper.
    RePEc:pra:mprapa:28582.

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  405. Market Bubbles and Chrashes. (2008). Kaizoji, Taisei ; Sornette, Didier.
    In: MPRA Paper.
    RePEc:pra:mprapa:15204.

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  406. ‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance. (2008). Poitras, Geoffrey ; Heaney, John.
    In: MPRA Paper.
    RePEc:pra:mprapa:114056.

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  407. The Consumption-Wealth Ratio, Real Estate Wealth, and the Japanese Stock Market. (2008). Aono, Kohei ; Iwaisako, Tokuo.
    In: Discussion Paper Series.
    RePEc:hit:hituec:a504.

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  408. Bubbles in Tehran Stock Exchange. (2008). Zahedi, Davood ; Mani, Mohammad Ali .
    In: Iranian Economic Review.
    RePEc:eut:journl:v:13:y:2008:i:2:p:143.

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  409. Do Thai stock prices deviate from fundamental values?. (2008). Rao, Ramesh ; Jirasakuldech, Benjamas ; Emekter, Riza .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:16:y:2008:i:3:p:298-315.

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  410. The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing. (2008). Diks, Cees ; Bekiros, Stelios.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:4:p:1641-1650.

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  411. Advisors and asset prices: A model of the origins of bubbles. (2008). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:89:y:2008:i:2:p:268-287.

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  412. Expectations and bubbles in asset pricing experiments. (2008). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; van de Velden, Henk .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:67:y:2008:i:1:p:116-133.

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  413. Volume and skewness in international equity markets. (2008). Kearney, Colm ; Hutson, Elaine ; Lynch, Margaret .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1255-1268.

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  414. Go long or short in pyramids? News from the Egyptian stock market. (2008). Massa, Isabella ; Billmeier, Andreas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:5:p:949-970.

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  415. Stock market bubbles, inflation and investment risk. (2008). Kaliva, Kasimir ; Koskinen, Lasse .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:3:p:592-603.

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  416. Do misalignments predict aggregated stock-market volatility?. (2008). Maillet, Bertrand ; Boucher, Christophe ; Michel, Thierry .
    In: Economics Letters.
    RePEc:eee:ecolet:v:100:y:2008:i:2:p:317-320.

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  417. Explosive and periodically collapsing bubbles in emerging stockmarkets. (2008). Nunes, Mauricio ; da Silva, Sergio.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2008:i:46:p:1-18.

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  418. The credit crisis and the Dutch economy... in eight frequently asked questions. (2008). Duineveld, Sijmen ; Klomp, Jeroen ; Bijlsma, Michiel.
    In: CPB Memorandum.
    RePEc:cpb:memodm:210.rdf.

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  419. Strong Bubbles and Common Expected Bubbles in a Finite Horizon Model. (2008). Zheng, Jie.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:814577000000000038.

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  420. Should Central Banks Burst Bubbles? Some Microeconomic Issues. (2008). Conlon, John.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:122247000000002330.

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  421. Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets. (2007). Sunder, Shyam ; Hirota, Shin'ichi.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2616.

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  422. Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles. (2007). Xiao, Qin.
    In: Urban Studies.
    RePEc:sae:urbstu:v:44:y:2007:i:4:p:865-888.

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  423. Rational and Near-Rational Bubbles Without Drift. (2007). Lansing, Kevin.
    In: 2007 Meeting Papers.
    RePEc:red:sed007:970.

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  424. Rational bubbles in emerging stockmarkets. (2007). Da Silva, Sergio ; Nunes, Mauricio .
    In: MPRA Paper.
    RePEc:pra:mprapa:4641.

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  425. Advisors and Asset Prices: A Model of the Origins of Bubbles. (2007). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13504.

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  426. Go Long or Short in Pyramids? News from the Egyptian Stock Market. (2007). Billmeier, Andreas ; Massa, Isabella .
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/179.

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  427. Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?. (2007). Yu, Jun ; Wu, Yangru ; Phillips, Peter.
    In: Working Papers.
    RePEc:hkm:wpaper:222007.

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  428. Rational and near-rational bubbles without drift. (2007). Lansing, Kevin.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2007-10.

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  429. National, regional and metro-specific factors of the U.S. housing market. (2007). Fu, Dong .
    In: Working Papers.
    RePEc:fip:feddwp:0707.

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  430. Asset price volatility and monetary policy rules: A dynamic model and empirical evidence. (2007). Semmler, Willi ; Zhang, Wenlang .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:24:y:2007:i:3:p:411-430.

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  431. Behavioral heterogeneity in stock prices. (2007). Hommes, Cars ; Boswijk, H. Peter ; Manzan, Sebastiano .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:6:p:1938-1970.

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  432. Price bubbles sans dividend anchors: Evidence from laboratory stock markets. (2007). Sunder, Shyam ; Hirota, Shinichi .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:6:p:1875-1909.

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  433. Should Central Banks Adjust Their Target Horizons in Response to House-Price Bubbles?. (2007). Mendes, Rhys ; Roi, Meenakshi Basant.
    In: Discussion Papers.
    RePEc:bca:bocadp:07-4.

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  434. Financial power laws: Empirical evidence, models, and mechanism. (2006). Lux, Thomas.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:5159.

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  435. Heterogeneity in Economics. (2006). Kirman, Alan.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:1:y:2006:i:1:p:89-117.

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  436. Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector?. (2006). Brooks, Chris ; Katsaris, Apostolos .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2006-07.

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  437. Bubbles and Busts: The 1990s in the Mirror of the 1920s. (2006). White, Eugene.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12138.

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  438. Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles. (2006). Xiao, Qin ; Randolph Gee Kwang Tan, .
    In: Economic Growth Centre Working Paper Series.
    RePEc:nan:wpaper:0601.

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  439. Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange. (2006). Hamori, Shigeyuki.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:13:y:2006:i:1:p:1-9.

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  440. Testing for rational bubbles in banking indices. (2006). Tabak, Benjamin ; Cajueiro, Daniel.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:366:y:2006:i:c:p:365-376.

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  441. Bubbles and capital flow volatility: Causes and risk management. (2006). Caballero, Ricardo ; Krishnamurthy, Arvind.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:1:p:35-53.

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  442. Creditor moral hazard in stock markets: Empirical evidence from Indonesia and Korea. (2006). Kutan, Ali ; Evrensel, Ayse Y..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:4:p:640-654.

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  443. Predictability of large future changes in major financial indices. (2006). Sornette, Didier ; Zhou, Wei-Xing.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:1:p:153-168.

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  444. A Note on Synchronization Risk and Delayed Arbitrage. (2006). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2006:i:7:p:1-12.

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  445. The Rise in House Prices in China: Bubbles or Fundamentals?. (2006). Hu, Jianying ; Jiang, Wanjun ; Jin, Sainan.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2006:i:7:p:1-8.

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  446. Bubbles in the Finnish and US equities markets. (2006). Taipalus, Katja.
    In: Scientific Monographs.
    RePEc:bof:bofism:2006_035.

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  447. Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics. (2006). Zampolli, Fabrizio.
    In: Bank of England working papers.
    RePEc:boe:boeewp:297.

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  448. Bubble-free interest-rate rules.. (2006). Loisel, Olivier.
    In: Working papers.
    RePEc:bfr:banfra:161.

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  449. Media Frenzies in Markets for Financial Information. (2006). Veldkamp, Laura.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:3:p:577-601.

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  450. Econometric Tests of Asset Price Bubbles: Taking Stock. (2005). Gürkaynak, Refet.
    In: Finance.
    RePEc:wpa:wuwpfi:0504008.

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  451. Behavioral Heterogeneity in Stock Prices. (2005). Hommes, Cars ; Boswijk, H. Peter ; Manzan, Sebastiano .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050052.

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  452. A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices. (2005). Consiglio, Andrea ; Lacagnina, Valerio ; Russino, Annalisa.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:5:y:2005:i:1:p:71-87.

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  453. Bubbles and Capital Flow Volatility: Causes and Risk Management. (2005). Caballero, Ricardo ; Krishnamurthy, Arvind.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11618.

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  454. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11367.

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  455. Econometric tests of asset price bubbles: taking stock. (2005). Gürkaynak, Refet.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-04.

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  456. Nonlinearity in the stock price-dividend relation. (2005). Kanas, Angelos.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:4:p:583-606.

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  457. Renewal regime switching and stable limit laws. (2005). Surgailis, Donatas ; Paulauskas, Vygantas ; Leipus, Remigijus.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:129:y:2005:i:1-2:p:299-327.

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  458. Testing for bubbles and change-points. (2005). Kirman, Alan ; TEYSSIeRE, Gilles .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:4:p:765-799.

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  459. Price Bubbles sans Dividend Anchors: Evidence from Laboratory Stock Markets. (2005). Sunder, Shyam ; Hirota, Shinichi .
    In: ISER Discussion Paper.
    RePEc:dpr:wpaper:0634.

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  460. Advisors and Asset Prices: A Model of the Origins of Bubbles. (2005). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: Levine's Bibliography.
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  461. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000861.

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  462. Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework. (2005). De Grauwe, Paul ; Grimaldi, Marianna ; Dieci, Roberto ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
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  463. Bubbles and crashes in a Behavioural Finance Model. (2005). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: Working Papers de Economia (Economics Working Papers).
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  464. Behavioral Heterogeneity in Stock Prices. (2005). Hommes, Cars ; Boswijk, H. Peter ; Manzan, S..
    In: CeNDEF Working Papers.
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  465. Riding the South Sea bubble. (2004). Voth, Hans-Joachim ; Tenim, Peter.
    In: Economics Working Papers.
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  466. Optimal monetary policy in a regime-switching economy. (2004). Zampolli, Fabrizio.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:166.

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  467. Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting. (2004). Ma, Yue ; Kanas, Angelos.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:23:y:2004:i:4:p:237-250.

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  468. The roles of expected profitability, Tobins Q and cash flow in econometric models of company investment. (2004). Vlieghe, Gertjan ; Klemm, Alexander ; Syed, Murtaza ; Bond, Steve ; Newton-Smith, Rain.
    In: IFS Working Papers.
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  469. The present value model of U.S. stock prices redux: a new testing strategy and some evidence. (2004). Siklos, Pierre ; Bohl, Martin T..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:44:y:2004:i:2:p:208-223.

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  470. Legal restrictions and sunspots: A further inquiry on the real-bills doctrine versus the quantity theory debate. (2004). CHUANG, SHI-FENG ; Huo, Teh-Ming.
    In: Journal of Macroeconomics.
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  471. Predicting returns with financial ratios. (2004). Lewellen, Jonathan .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:74:y:2004:i:2:p:209-235.

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  472. Investor protection under unregulated financial reporting. (2004). Waymire, Gregory ; Barton, Jan.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:38:y:2004:i::p:65-116.

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  473. Riding the South Sea Bubble. (2004). Voth, Hans-Joachim ; Temin, Peter.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4221.

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  474. A Model of the Irish Housing Sector. (2004). Mc Quinn, Kieran, .
    In: Research Technical Papers.
    RePEc:cbi:wpaper:1/rt/04.

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  475. Marchés financiers et anticipations rationnelles. (2004). Szafarz, Ariane ; GILLET, Roland.
    In: Reflets et perspectives de la vie économique.
    RePEc:cai:rpvedb:rpve_432_0007.

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  476. The roles of expected profitability, Tobins Q and cash flow in econometric models of company investment. (2004). Vlieghe, Gertjan ; Klemm, Alexander ; Syed, Murtaza ; Bond, Stephen ; Newton-Smith, Rain.
    In: Bank of England working papers.
    RePEc:boe:boeewp:222.

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  477. Riding the South See Bubble. (2004). Voth, Hans-Joachim ; Temin, Peter.
    In: Working Papers.
    RePEc:bge:wpaper:213.

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  478. Predictability of large future changes in major financial indices. (2004). Sornette, D. ; W. -X. Zhou, ; W.-X. Zhou, .
    In: Papers.
    RePEc:arx:papers:cond-mat/0304601.

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  479. The Chinese Stock Market: A Casino with Buffer Zones?. (2003). girardin, eric ; Liu, Zhenya.
    In: Journal of Chinese Economic and Business Studies.
    RePEc:taf:jocebs:v:1:y:2003:i:1:p:57-70.

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  480. An empirical investigation of asset price bubbles in Latin American emerging financial markets. (2003). Taylor, Mark ; Sarno, Lucio.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:9:p:635-643.

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  481. Will there be a Crash in Irish House Prices?. (2003). Roche, Maurice.
    In: Quarterly Economic Commentary: Special Articles.
    RePEc:esr:qecsas:2003:winter:roche.

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  482. New Eras and Stock Market Bubbles. (2003). Sampson, Michael.
    In: Structural Change and Economic Dynamics.
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  486. Empirical Distributions of Log-Returns: between the Stretched Exponential and the Power Law?. (2003). Malevergne, Yannick ; Sornette, D. ; Pisarenko, V. F..
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  498. From rational bubbles to crashes. (2001). Malevergne, Yannick ; Sornette, D.
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  500. The rise in house prices in Dublin: bubble, fad or just fundamentals. (2001). Roche, Maurice.
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  504. From Rational Bubbles to Crashes. (2001). Malevergne, Yannick ; Sornette, D..
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    In: Finance.
    RePEc:wpa:wuwpfi:0403004.

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  4. A General Theory of Stock Market Valuation and Return. (2004). Faugere, Sophie ; Van Erlach, Julian.
    In: Finance.
    RePEc:wpa:wuwpfi:0311005.

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  5. Some New Variance Bounds for Asset Prices. (2004). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10981.

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  6. Stock Prices, News and Economic Fluctuations. (2004). Portier, Franck ; Beaudry, Paul.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10548.

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  7. New Forecasts of the Equity Premium. (2004). Polk, Christopher ; Thompson, Samuel ; Vuolteenaho, Tuomo .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10406.

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  8. Is the Invisible Hand Discerning or Indiscriminate? Investment and Stock Prices in the Aftermath of Capital Account Liberalizations. (2004). Henry, Peter ; Chari, Anusha.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10318.

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  9. The U.S. Stock Market and Fundamentals: A Historical Decomposition. (2004). Dupuis, David ; Tessier, David .
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:73.

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  10. Learning the CAPM through Bubbles. (2004). Kedar-Levy, Haim.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:775.

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  11. Essays on Speculation. (2004). Zurita, Felipe.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:618897000000000849.

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  12. The impact from changes in stock market valuations on investment: new economy versus old economy. (2003). Slok, Torsten ; Edison, Hali.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:9:p:1015-1023.

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  13. Investor Rationality: Evidence from UK Property Capitalization Rates. (2003). hendershott, patric ; MacGregor, Bryan D..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9894.

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  14. Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market. (2003). Boudoukh, Jacob ; Shen, YuQing ; Whitelaw, Robert F. ; Richardson, Matthew.
    In: NBER Working Papers.
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  15. Subjective probabilities: psychological evidence and economic applications. (2003). Shimoji, Makoto ; Owyang, Michael ; Guidolin, Massimo ; Chiodo, Abbigail.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-009.

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  16. Limited stock market participation and asset prices in a dynamic economy. (2003). Guo, Hui.
    In: Working Papers.
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  17. Robust-H_infinity Forecasting and Asset Pricing Anomalies (December 2001). (2003). Tornell, Aaron.
    In: UCLA Economics Online Papers.
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  18. The U.S. Stock Market and Fundamentals: A Historical Decomposition. (2003). Dupuis, David ; Tessier, David .
    In: Staff Working Papers.
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  19. The PC Industry: New Economy or Early Life-Cycle?. (2002). Mazzucato, Mariana.
    In: Review of Economic Dynamics.
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  20. One Simple Test of Samuelsons Dictum for the Stock Market. (2002). Shiller, Robert ; Jung, Jeeman.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9348.

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  21. Cracks in the facade: American economic and financial structures after the boom. (2002). Emmons, William ; Schmid, Frank A..
    In: Working Papers.
    RePEc:fip:fedlwp:2002-026.

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  22. Stock market returns, volatility, and future output. (2002). Guo, Hui.
    In: Review.
    RePEc:fip:fedlrv:y:2002:i:sep:p:75-86:n:v.84no.5.

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  23. Stock market volatility. (2002). Krainer, John.
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:y:2002:i:oct25:n:2002-32.

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  24. Measuring the Social Discount Rate under Uncertainty: A Methodology and Application. (2002). Tsigaris, Panagiotis ; Ahsan, Syed.
    In: CESifo Working Paper Series.
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  25. Inflation, political instability and stockmarket volatility in interwar Germany. (2001). Voth, Hans-Joachim.
    In: Economics Working Papers.
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  26. DotCom Mania: The Rise and Fall of Internet Stock Prices. (2001). Ofek, Eli ; Richardson, Matthew.
    In: NBER Working Papers.
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  27. Explaining stock price movements: is there a case for fundamentals?. (2001). Wohar, Mark ; Balke, Nathan.
    In: Economic and Financial Policy Review.
    RePEc:fip:fedder:y:2001:i:qiii:p:22-34.

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  28. Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests. (2001). Wohar, Mark ; Carlson, John ; Pelz, Eduard A..
    In: Working Papers (Old Series).
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  29. Returns and Interest Rate: A Nonlinear Relationship in the Bogotá Stock Market. (2001). Posada, Carlos ; Gonzalez, Andres ; Arango Thomas, Luis.
    In: Borradores de Economia.
    RePEc:bdr:borrec:169.

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  30. Business Fixed Investment and Bubbles: The Japanese Case. (2001). Schaller, Huntley ; Chirinko, Bob.
    In: American Economic Review.
    RePEc:aea:aecrev:v:91:y:2001:i:3:p:663-680.

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  31. With a bang, not a whimper: Pricking Germanys stock market bubble in 1927 and the slide into depression. (2000). Voth, Hans-Joachim.
    In: Economics Working Papers.
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  32. Managing funds in the US market: how to distinguish between transitory distortions and structural changes in the stock prices?. (2000). Catherine Bruneau, Ch. Duval-Kieffer, J. P. Nicola, .
    In: The European Journal of Finance.
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  33. PROFITABILITY AND MARKET STABILITY: FUNDAMENTALS AND TECHNICAL TRADING RULES. (2000). Goldbaum, David.
    In: Computing in Economics and Finance 2000.
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  34. Estimation Risk, Market Efficiency, and the Predictability of Returns. (2000). Shanken, Jay.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7699.

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  35. The Kaleckian Analysis and the New Millennium. (1999). Sawyer, Malcolm.
    In: Review of Political Economy.
    RePEc:taf:revpoe:v:11:y:1999:i:3:p:303-319.

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  36. Explaining the increased variability in long-term interest rates. (1999). Watson, Mark.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:1999:i:fall:p:71-96.

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  37. Endogenous Uncertainty and Market Volatility. (1999). Motolese, Maurizio ; Kurz, Mordecai .
    In: Working Papers.
    RePEc:fem:femwpa:1999.27.

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  38. Bubbles or noise? Reconciling the results of broad-dividend variance-bounds tests. (1998). TeSelle, Garrett.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1998-42.

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  39. Asymmetric Information in a Competitive Market Game: Reexamining the Implications of Rational Expectations. (1997). Peck, James ; Jackson, Matthew.
    In: Microeconomics.
    RePEc:wpa:wuwpmi:9711004.

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  40. Stock Price Volatility in a Multiple Security Overlapping Generations Model. (1996). Spiegel, Matthew .
    In: Finance.
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  41. Asset Pricing Under Endogenous Expectation in an Artificial Stock Market. (1996). Lebaron, Blake ; Arthur, Brian W. ; Palmer, Richard ; Taylor, Paul ; Holland, John H..
    In: Working Papers.
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  42. Stock markets, banks, and economic growth. (1996). Levine, Ross ; Zervos, Sara.
    In: Policy Research Working Paper Series.
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  43. Consumption and the Stock Market: Interpreting International Experience. (1996). Campbell, John.
    In: NBER Working Papers.
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  44. Investor Reaction to Salient News in Closed-End Country Funds. (1996). Lamont, Owen ; Wizman, Thierry A. ; Klibanoff, Peter.
    In: NBER Working Papers.
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  45. Dynamic Equilibrium and Volatility in Financial Asset Markets. (1996). Ait-Sahalia, Yacine.
    In: NBER Working Papers.
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  46. Explaining Asset Bubbles in Japan. (1995). Ito, Takatoshi ; Iwaisako, Tokuo.
    In: NBER Working Papers.
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  47. Tobins q and Asset Returns: Implications for Business Cycle Analysis. (1995). Fisher, Jonas ; Christiano, Lawrence.
    In: NBER Working Papers.
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  48. Excess Volatility on the London Stock Market, 1870-1990. (1992). Grossman, Richard ; DeLong, James.
    In: J. Bradford De Long's Working Papers.
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    In: Working Papers.
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  50. Tax Policy, Asset Prices, and Growth: A General Equilibrium Analysis. (1987). Summers, Lawrence ; Goulder, Lawrence H..
    In: NBER Working Papers.
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  51. Prospective Changes in Tax Law and the Value of Depreciable Real Estate. (1984). Ling, David ; hendershott, patric.
    In: NBER Working Papers.
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  52. Taxation and Savings - A Neoclassical Perspective. (1984). Kotlikoff, Laurence.
    In: NBER Working Papers.
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  53. Prospective Changes in Tax Law and the Value of Depreciable Real Estate. (1984). Ling, David ; hendershott, patric.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:12:y:1984:i:3:p:297-317.

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  54. The Fiscal Framework of Monetary Policy. (1982). Feldstein, Martin.
    In: NBER Working Papers.
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  55. Bubbles, Rational Expectations and Financial Markets. (1982). Watson, Mark ; Blanchard, Olivier.
    In: NBER Working Papers.
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  56. Inflation, Capital Taxation, and Monetary Policy. (1982). Feldstein, Martin.
    In: NBER Chapters.
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  57. Inflation, the Stock Market, and Owner-Occupied Housing. (1980). Summers, Lawrence.
    In: NBER Working Papers.
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  58. Inflation, Taxation, and Corporate Investment: A q-Theory Approach. (1980). Summers, Lawrence.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:0604.

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  59. Inflation, Portfolio Choice, and the Price of Land and Corporate Stock. (1980). Feldstein, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:0526.

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  60. Soft Landing of a Stock Market Bubble, An Experimental Study. (). Fischbacher, Urs ; Hens, Thorsten.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:090.

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  61. Noise Trader Risk in Financial Markets. (). Waldmann, Robert ; Summers, Lawrence ; Shleifer, Andrei ; DeLong, James.
    In: J. Bradford De Long's Working Papers.
    RePEc:wop:calbec:_124.

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