Bubbles, fundamentals, and investment: A multiple equation testing strategy

This publication has 22 references indexed in Scilit:

• Mean reversion in stock prices: Evidence and Implications
  Published by Elsevier ,2002
• Why Does Liquidity Matter in Investment Equations?
  Journal of Money, Credit and Banking, 1995
• What moves stock prices?
  The Journal of Portfolio Management, 1989
• A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty
  The Quarterly Journal of Economics, 1988
• A Specification Test for Speculative Bubbles
  The Quarterly Journal of Economics, 1987
• Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data
  Journal of Business & Economic Statistics, 1986
• Does the Stock Market Rationally Reflect Fundamental Values?
  The Journal of Finance, 1986
• Asset Bubbles and Overlapping Generations
  Econometrica, 1985
• Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation
  Journal of Econometrics, 1979
• The Stock Market and the Economy
  Brookings Papers on Economic Activity, 1975