Daily Shaarli
May 9, 2024
Stock Market Prices and Dividends in the US: Bubbles or Long-Run Equilibria Relationships? by OlaOluwa S. Yaya, Luis A. Gil-Alana, Robinson Dettoni :: SSRN
This paper presents a novel approach to identifying potential bubbles in the US stock market by employing alternative time series methods based on long memory,