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The Newcastle University research output collection, currently available on ePrints, will shortly be moving to a new open repository platform, Figshare. To prepare for the data migration we have paused adding new content to ePrints, and will resume once the new repository is launched. During this time you will continue to have access to ePrints (but no new content will appear). We will share updates here when available.

Improving the accuracy of asset price bubble start and end date estimators

Lookup NU author(s): Professor Robert SollisORCiD

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This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License (CC BY-NC-ND).


Publication metadata

Author(s): Harvey DI, Leybourne SJ, Sollis R

Publication type: Article

Publication status: Published

Journal: Journal of Empirical Finance

Year: 2017

Volume: 40

Pages: 121-138

Print publication date: 01/01/2017

Online publication date: 09/11/2016

Acceptance date: 04/11/2016

Date deposited: 09/11/2016

ISSN (print): 0927-5398

Publisher: Elsevier BV

URL: http://dx.doi.org/10.1016/j.jempfin.2016.11.001

DOI: 10.1016/j.jempfin.2016.11.001


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