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Bubbles in Tehran Stock Exchange
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نویسنده
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Mani Mohammad Ali ,Zahedi Davood
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منبع
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iranian economic review - 2008 - دوره : 13 - شماره : 22 - صفحه:143 -155
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چکیده
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This paper, first, represents theoretical aspects of rationalbubbles. second, it shows one of the tests introduced to detectrational bubbles- integration! cointegration based test.finally, on the empirical side, it explores existence of bothexplosive and periodically collapsing bubbles in tehran stockexchange. the results reject the existence of explosive bubbles butfail to reject the existence of periodically collapsing ones.
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کلیدواژه
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Rational Bubbles ,Tehran Stock Exchange
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آدرس
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shahid beheshti university, ایران, University of Waterloo and Correspond author, Department of Economics
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پست الکترونیکی
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davidzaoo1@gmail.com
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Authors
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