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2 Sean D. Campbell, "What moves housing markets: A variance decomposition of the rent–price ratio" Elsevier BV 66 (66): 90-102, 2009
3 Xiaoneng Zhu, "Tug-of-War: Time-varying predictability of stock returns and dividend growth" Oxford University Press (OUP) 19 (19): 2317-2358, 2015
4 James D. Hamilton, "The observable implications of self-fulfilling expectations" Elsevier BV 16 (16): 353-373, 1985
5 Simon van Norden, "The Predictability of Stock Market Regime: Evidence from the Toronto Stock Exchange" JSTOR 75 (75): 505-510, 1993
6 John Y. Campbell, "The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors" Oxford University Press (OUP) 1 (1): 195-228, 1988
7 Robert J. Shiller, "Testing the random walk hypothesis: Power versus frequency of observation" Elsevier BV 18 (18): 381-386, 1985
8 Peter C. B. Phillips, "Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500" Wiley 56 (56): 1043-1078, 2015
9 JOHN Y. CAMPBELL, "Stock Prices, Earnings, and Expected Dividends" Wiley 43 (43): 661-676, 1988
10 Kim, C., "State-Space models with regime-switching: Classical and Gibbs-sampling approaches with applications" MIT Press 1999
1 Campbell, J. Y., "What moves the stock and bond markets? A variance decomposition for long-term asset returns" 48 (48): 3-37, 1993
2 Sean D. Campbell, "What moves housing markets: A variance decomposition of the rent–price ratio" Elsevier BV 66 (66): 90-102, 2009
3 Xiaoneng Zhu, "Tug-of-War: Time-varying predictability of stock returns and dividend growth" Oxford University Press (OUP) 19 (19): 2317-2358, 2015
4 James D. Hamilton, "The observable implications of self-fulfilling expectations" Elsevier BV 16 (16): 353-373, 1985
5 Simon van Norden, "The Predictability of Stock Market Regime: Evidence from the Toronto Stock Exchange" JSTOR 75 (75): 505-510, 1993
6 John Y. Campbell, "The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors" Oxford University Press (OUP) 1 (1): 195-228, 1988
7 Robert J. Shiller, "Testing the random walk hypothesis: Power versus frequency of observation" Elsevier BV 18 (18): 381-386, 1985
8 Peter C. B. Phillips, "Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500" Wiley 56 (56): 1043-1078, 2015
9 JOHN Y. CAMPBELL, "Stock Prices, Earnings, and Expected Dividends" Wiley 43 (43): 661-676, 1988
10 Kim, C., "State-Space models with regime-switching: Classical and Gibbs-sampling approaches with applications" MIT Press 1999
11 Joshua C.C. Chan, "Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach" Elsevier BV 127 : 104101-, 2021
12 Simon van Norden, "Regime switching as a test for exchange rate bubbles" Wiley 11 (11): 219-251, 1996
13 KWANG HUN CHOI, "Regime Shifts in Price-Dividend Ratios and Expected Stock Returns: A Present-Value Approach" Wiley 49 (49): 417-441, 2017
14 JULES H. Van BINSBERGEN, "Predictive Regressions: A Present-Value Approach" Wiley 65 (65): 1439-1471, 2010
15 Evans, G. W., "Pitfalls in testing for explosive bubbles in asset prices" 81 (81): 922-930, 1991
16 Robert P Flood, "On Testing for Speculative Bubbles" American Economic Association 4 (4): 85-101, 1990
17 Nathan S. Balke, "Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective" Wiley 24 (24): 35-75, 2008
18 Bikhchandani, S., "Herd behaviour in financial markets: A review"
19 Diba, B., "Explosive rational bubbles in stock prices?" 78 : 520-530, 1988
20 Tom Engsted, "Explosive bubbles in house prices? Evidence from the OECD countries" Elsevier BV 40 (40): 14-25, 2016
21 John H. Cochrane, "Explaining the Variance of Price–Dividend Ratios" Oxford University Press (OUP) 5 (5): 243-280, 1992
22 Marco Cipriani, "Estimating a Structural Model of Herd Behavior in Financial Markets" American Economic Association 104 (104): 224-251, 2014
23 Efthymios Pavlidis, "Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun" Springer Science and Business Media LLC 53 (53): 419-449, 2015
24 Refet S. Gürkaynak, "ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK" Wiley 22 (22): 166-186, 2008
25 LAWRENCE H. SUMMERS, "Does the Stock Market Rationally Reflect Fundamental Values?" Wiley 41 (41): 591-601, 1986
26 Stephen G. Hall, "Detecting periodically collapsing bubbles: a Markov-switching unit root test" Wiley 14 (14): 143-154, 1999
27 Blanchard, O., "Crises in the economic and financial structure" Lexington Books 295-315, 1982
28 Dirk G. Baur, "Bubbles and Crashes in the Australian Residential Property Market" Elsevier BV 2017
29 ROBERT P. FLOOD, "Asset Price Volatility, Bubbles, and Process Switching" Wiley 41 (41): 831-842, 1986
30 Chris Brooks, "A Three‐Regime Model of Speculative Behaviour: Modelling the Evolution of the S&P 500 Composite Index" Oxford University Press (OUP) 115 (115): 767-797, 2005
31 Kenneth D. West, "A Specification Test for Speculative Bubbles" Oxford University Press (OUP) 102 (102): 553-580, 1987