The authors are from the Department of Economics and Bendheim Center for Finance, Princeton University. Scheinkman and Xiong are also affiliated with the NBER. We thank the National Science Foundation for financial support. We also thank Alon Brav, Itay Goldstein, Rodrigo Guimaraes, Lasse Pedersen, Jay Ritter, Rob Stambaugh, Jeremy Stein, Dimitri Vayanos, and especially an anonymous referee, as well as seminar participants at the Association Française de Finance Meetings, Columbia University, DePaul University-Chicago Federal Reserve, Duke University, HEC, INSEAD, the National University of Singapore, the NBER Asset Pricing Meeting, New York University, SEC, University of Florida, University of Iowa, Université Paris-Dauphine, the Western Finance Association Meetings, and the Wharton School for their comments and suggestions.
Asset Float and Speculative Bubbles
Version of Record online: 16 MAY 2006
© 2006 the American Finance Association
The Journal of Finance
Volume 61, Issue 3, pages 1073–1117, June 2006
How to Cite
HONG, H., SCHEINKMAN, J. and XIONG, W. (2006), Asset Float and Speculative Bubbles. The Journal of Finance, 61: 1073–1117. doi: 10.1111/j.1540-6261.2006.00867.x
- Issue online: 16 MAY 2006
- Version of Record online: 16 MAY 2006
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