The mirror of history: How to statistically identify stock market bubble bursts

Techniques for Testing the Constancy of Regression Relationships Over Time

R. L. Brown, J. Durbin, Jessica Evans · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1975 · 5K citations

Business, Mathematics, Econometrics +16

Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations

J. Michael Harrison, David M. Kreps · The Quarterly Journal of Economics · 1978 · 1.6K citations

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Is There a Bubble in the Housing Market?

Karl E. Case, Robert J. Shiller · Brookings Papers on Economic Activity · 2003 · 1.3K citations · Full text

Social Sciences, Economics, Housing +16

EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*

Peter C.B. Phillips, Yangru Wu, Jun Yu · International Economic Review · 2011 · 1.1K citations · Full text

Social Sciences, Economics, Finance +14

TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500

Peter C.B. Phillips, Shuping Shi, Jun Yu · International Economic Review · 2015 · 1.1K citations

Social Sciences, Economics, Finance +16