منابع
1- بانک مرکزی جمهوری اسلامی، اداره بررسی‌های اقتصادی، خلاصه تحولات اقتصادی سال‌های 1383-1381.
2- معدلت، کوروش، «بررسی وجود حباب قیمتی در بورس اوراق بهادار تهران طی سال‌های اخیر»، تهران، مجموعه پژوهش‌های اقتصادی بانک مرکزی جمهوری اسلامی ایران، بهمن 1381، ش 20.
3- Ahmed, Ehsan, Jr. J. Barkley Rosser, and Jamshed Y. Uppal, Evidence of nonlinear speculative bubbles in pacific-rim stock markets, The Quarterly Review of Economics and Finance 39, 1999, 21-36.
4- Binswanger, Mathias, How important are fundamentals?-Evidence from a structural VAR model for the stock markets in the US, Japan and Europe, Journal of International Financial Markets, Institutions and Money 14, 2004, 185-201.
5- Bohl M.T , Siklos P. L, "The present value model of U.S. stock prices redux: a new testing strategy and some evidence", The Quarterly Review of Economics and Finance 44, 2004, 208-223.
6- Christophe, Boucher, "Testing for rational bubbles with Time Varing Risk Premium and Non-linear Cointegration: Evidence from the US and French Stock Markets", University Paris Nord, CEPN, France, Version: 26 November 2003(2).
7- Campbell, J.Y.,& Shiller,R. J, "Cointegration and tests of present value models" , Journal of Political Economy,5, 1987, 1062–1088.
8- Campbell, J. Y, & Shiller, R. J, "Stock prices, earnings and expected dividends", Journal of Finance, 43(3), 1988, 661–676.
9- Caporale, G.M.,Gil-Alana, L.A, "Fractional integration and mean reversion in stock prices", the quarterly Review of Economics and Finance 42, 2002,599-609.
10- Chan K., McQueen G., Thorley S, "Are there rational speculative bubbles in Asian stock markets?", Pacific-Basin Finance Journal 6, 1998,125–151.
11- Craine, R, "Rational bubbles: A test", Journal of Economic Dynamics and Control 17, 1993, 829–846.
12- Cunado,J , Gil-Alana , L.A., Perez de Gracia, F,"A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach" , Journal of Banking and Finance 29, 2005, 2633-2654
13- Diba, B. T. and Grossman, H.I,"Explosive rational bubbles in stock prices?", American Economic Review 78, 1988, 520–530.
14- Doornik, J.A. and Ooms, M, A Package for Estimating, Forecasting and Simulating Arfima Models: Arfima Package 1.01 for Ox. Mimeo, 2001.
15- Drill J., Sola M, "Intrinsic bubbles and regime-switching", Journal of Monetary Economics 42, 1998, 357-373.
16- Engsted, T and Tankard, C, "A new test for speculative bubbles based on return variance decompositions", Department of Finance, the arhus school of business Denmark publication, 2001.
17- Eva R. Prorras, Gonzalez, "Fundamentals Versus Contagion Proxies to Explain Financial Assets Prices Changes", IE working paper, 2004, 4-17.
18- Hassan M. K. and Jung-Suk, Yu,"Rational speculative bubbles in the frontier emerging stock markets", Department of Economics and Finance, College of Business Administration, University of New Orleans, 2005.
19- Kaizoj T, "Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity", Physica A 287, 2000, 493-506.
20- Koustas, Z, Serletis, A, "Rational Bubbles or persistent deviations from market fundamentals?"Journal of Banking and Finance 29, 2005, 2523-2539.
21- Lamont O., "Earnings and expected returns", Journal of Finance 53, 1998, 1563–1587.
22- Larsen , E.S, "Theories and tests for bubbles", Working papers of Universitetet i Tromso, 1997, pp17-19.
23- McMillan, D.G, "Bubbles in the dividend-price ratio? Evidence from an asymmetric exponential smooth-transition model", Journal of Banking and Finance 31, 2007, 787–804.
24- McQueen, Grant, and Steven Thorley, Bubbles, stock returns, and duration dependence, Journal of Financial and Quantitative Analysis 29, 1994, 379-401.
25- Nasseh, Alireza, Strauss, Jack, Stock prices and the dividend discount model: did their relation break down in the 1990s?, The Quarterly Review of Economics and Finance 44, 2004, 191–207.
26- Taylor, M. P., and David A. Peel, periodically collapse stock price bubbles: a robust test, Economics Letters 61, 1998, 221-228.
27- Taylor M.P., Sarno L, "Moral hazard, asset price bubbles, capital flows, and the East Asian crisis: the first tests", Journal of International Money and Finance 18, 1999, 637 – 657.
28- 28. white, E.N, "Bubbles and Busts: The 1990s in the Mirror of the 1920s", finance research unit, institute of Economics, University of Copenhange, 2004.
29- Scott, William. R., Financial Accounting Theory, Third Edition, Torento, Canada: Prentice Hall, 2003, 1-546.
30- Shiller, R.J., Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? ,American Economic Review 71, 1981, 421-436.
)
ارسال نظر در مورد این مقاله