User Guide
Why can I only view 3 results?
You can also view all results when you are connected from the network of member institutions only. For non-member institutions, we are opening a 1-month free trial version if institution officials apply.
So many results that aren't mine?
References in many bibliographies are sometimes referred to as "Surname, I", so the citations of academics whose Surname and initials are the same may occasionally interfere. This problem is often the case with citation indexes all over the world.
How can I see only citations to my article?
After searching the name of your article, you can see the references to the article you selected as soon as you click on the details section.
Institutional References Quartile Statistics FAQ User Guide Contact us
Institutional Application Application for Journals
Türkçe English
  Citation Number 1
 Views 54
 Downloands 26
Menu
Mendeley
Endnote
DETECTING MULTIPLE BUBBLES IN INTERNATIONAL STOCK MARKETS WITH RECURSIVE FLEXIBLE WINDOWS
2018
Journal:  
Dokuz Eylül Üniversitesi İşletme Fakültesi Dergisi
Author:  
DOI:  
10.24889/ifede.452513
Abstract:

In this paper, we try to examine the multiple rational bubbles in several developed and emerging stock markets. We employ the generalized sup augmented Dickey-Fuller (GSADF) test on the monthly dividend yield series of 39 stock markets for the period from January 2002 to April 2017. This econometric framework allows us to date-stamp the multiple rational bubbles and furthermore outperforms the standard unit root tests through its recursive flexible estimation window. The empirical results strongly confirm the existence of rational bubbles in most of the analyzed stock markets. Finally, it was found out that the rational bubbles in the stock markets occurred around the 2007-08 global financial turmoil.

Keywords:

Citation Owners
Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.
Off-Campus Access
If you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.
Similar Articles
1. An Empirical Investigation of Bubble in the Turkish Stock Market
2019


  Details
 Download PDF
2. MULTIBUBBLES IN BORSA ISTANBUL RETAIL STOCKS DURING COVID19 PANDEMIC
2021


  Details
 Download PDF
3. Türkiye Hisse Senedi Piyasasında Spekülatif Balon Varlığının Ampirik İncelenmesi
2019


  Details
 Download PDF
4. What Triggers the ISTFIX Bubbles?
2018


  Details
 Download PDF
5. ISTFIX Balonlarını Ne Tetikler?
2018


  Details
 Download PDF
6. Examining the Presence of Balloons in Turkey's House Prices
2022


  Details
 Download PDF
Dokuz Eylül Üniversitesi İşletme Fakültesi Dergisi

Field :   Sosyal, Beşeri ve İdari Bilimler

Journal Type :   Ulusal

Metrics
Article : 238
Cite : 1.226
2023 Impact : 0.056
Details
Dokuz Eylül Üniversitesi İşletme Fakültesi Dergisi