Intrinsic Bubbles: The Case of Stock Prices.

S-Tier
Journal: American Economic Review
Year: 1991
Volume: 81
Issue: 5
Pages: 1189-214

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Several puzzling aspects of the behavior of United States stock prices may be explained by the presence of a specific type of rational bubble that depends exclusively on aggregate dividends. The authors call bubbles of this type "intrinsic" bubbles because they derive all of their variability from exogenous economic fundamentals and none from extraneous factors. Intrinsic bubbles provide a more plausible empirical account of deviations from present-value pricing than do the traditional examples of rational bubbles. Their explanatory potential comes partly from their ability to generate persistent deviations that appear to be relatively stable over long periods. Copyright 1991 by American Economic Association.

Technical Details

RePEc Handle
repec:aea:aecrev:v:81:y:1991:i:5:p:1189-214
Journal Field
General
Author Count
2
Added to Database
2026-01-25