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Asset-Pricing Bubbles

over the course of a cycle of price rises, reversal, and recovery will find that the market is characterized by non-stationarity.

H1 (alternative): Analysis of the price volatility over the course of a cycle of price rises, reversal, and recovery will find that the market is characterized by non-stationarity.

H0 (null): Analysis of the relationship between market index prices and prevailing interest rates will find no significant variations between (a) periods characterized by price rises, reversal, and recovery and (b) periods not so characterized.

H1 (alternative): Analysis of the relationship between market index prices and prevailing interest rates will find significant variations between (a) periods characterized by price rises, reversal, and recovery and (b) periods not so characterized.

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Asset-Pricing Bubbles. (1969, December 31). In LotsofEssays.com. Retrieved 23:57, May 18, 2024, from https://www.lotsofessays.com/viewpaper/1688605.html