Periodically collapsing bubbles in the South African stock market

© 2016.This paper studies the existence and timing of bubbles in South Africa's stock market. An empirical model of bubble formation is tested against three competing models of asset price returns that rule out the existence of bubbles. The model controls for nonlinearities inherent in asset pr...

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Bibliographic Details
Main Authors: Mehmet Balcilar, Rangan Gupta, Charl Jooste, Mark Wohar
Format: Default Article
Published: 2016
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