مرکز منطقه ای اطلاع رساني علوم و فناوري - Bubbles in the dividend–price ratio? Evidence from an asymmetric exponential smooth-transition model

Title of article :

Bubbles in the dividend–price ratio? Evidence from an asymmetric exponential smooth-transition model

Author/Authors :

David G. McMillan، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

787

To page :

804

Keywords :

Behavioural finance , Stock market dynamics , Asymmetric-ESTR model , Present value model

Journal title :

Journal of Banking and Finance

Serial Year :

2007

Journal title :

Journal of Banking and Finance

Record number :

194010

Link To Document :