Hengyu Yao
College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China

MLA 8
Yao, Hengyu. "EMPIRICAL TESTS OF STOCK MARKET BUBBLES IN CHINA BASED ON GSADF METHOD." Int. j. of Social Science and Economic Research, vol. 5, no. 3, Mar. 2020, pp. 642-659, ijsser.org/more2020.php?id=43. Accessed Mar. 2020.
APA(6)
Yao, H. (2020, March). EMPIRICAL TESTS OF STOCK MARKET BUBBLES IN CHINA BASED ON GSADF METHOD. Int. j. of Social Science and Economic Research, 5(3), 642-659. Retrieved from ijsser.org/more2020.php?id=43
Chicago
Yao, Hengyu. "EMPIRICAL TESTS OF STOCK MARKET BUBBLES IN CHINA BASED ON GSADF METHOD." Int. j. of Social Science and Economic Research 5, no. 3 (March 2020), 642-659. Accessed March, 2020. ijsser.org/more2020.php?id=43.

References
[1]. Blanchard, Oliver J., and Mark Watson. Bubbles, Rational Expectations and Financial Markets [Z]. Crisis in the Economic and Financial System, 1982.
[2]. Garber, Peter. Famous First Bubbles [M]. MIT Press, 2000.
[3]. Rosser, J. Barley. From Catastrophe to Chaos: A General Theory of Economic Discontinuities [M]. Kluwer Academic Publications, 2000.
[4]. Brunnermeier, M. K. 2001. Asset pricing under asymmetric information: Bubbles, crashes, technical analysis and herding [M]. Oxford: Oxford University Press.
[5]. Diba, B. T., and H. I. Grossman, 1988, The theory of rational bubbles in stock prices, Economic Journal 98: 746-754.
[6]. Blanchard, Olivier J., and Stanley Fisher, 1989, "Lectures on Macroeconomics", The MIT Press, Cambridge, Massachusetts, Second Printing.
[7]. Tirole, J., 1982, "On the Possibility of Speculation under Rational Expectations", Econometrica, Vol.50, Sept., 1163-1181.
[8]. Weil, Philippe, 1987, "Confidence and the Real Value of Money in an Overlapping Generations Economy". Quarterly Journal of Economics, Vol.102, No.1, 1-22.
[9]. Allen, F., S. Morris, and A. Postlewaite. 1993. Finite bubbles with short sale constraints and asymmetric information. Journal of Economic Theory 61: 206-229.
[10]. Allen, F., and G. Gorton. 1993. Churning bubbles. Review of Economic Studies 60: 813- 836.
[11]. Allen, F., and D. Gale. 2000. Bubbles and Crises, the Economic Journal, Vol.110, No.460, 236-255.
[12]. Miller, E. M. 1977. Risk, uncertainty, and divergence of opinion. Journal of Finance 32: 1151-1168.
[13]. Harrison, J. M., and D. Kreps. 1978. Speculative investor behavior in a stock market with heterogeneous expectations. Quarterly Journal of Economics 89: 323-336.
[14]. Ofek, E., and M. Richardson. 2003. DotCom mania: The rise and fall of Internet stocks, Journal of Finance, 58(3): 1113-1138.
[15]. Hong, H., J. Scheinkman, and W. Xiong. 2006. "Asset Float and Speculative Bubbles", Journal of Finance, 61(3): 1073-1117.
[16]. Shleifer, A., and L. H. Summers. 1990. "The Noise Trader Approach to Finance", the Journal of Economic Perspectives, 4 (2): 19-33.
[17]. Shleifer, A., and R. W. Vishny. 1997. The limits of arbitrage. Journal of Finance 52: 35- 55.
[18]. Abreu, D., and M. K. Brunnermeier. 2002. Synchronization risk and delayed arbitrage. Journal of Financial Economics 66: 341-360.
[19]. Phillips, P. B., Wu Y., and Yu J. 2011. Explosive behavior in the 1990s NASDAQ: when did exuberance escalate asset values? [J]. International Economic Review, 52(1): 201- 226.
[20]. Phillips, P. B., Shi S. P., and Yu J. 2015. Testing for multiple bubbles I: historical episodes of exuberance and collapse in the SP 500. International Economic Review, 56(4): 1043-1078.
[21]. Phillips, P. B., Shi S. P., and Yu J. 2015. Testing for multiple bubbles II: limit theory of real time detector. International Economic Review, 56(4): 1079-1134.