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Identifying asset-price bubbles in Australian listed securities

Research Grant

Jamie Alcock; Angelo Aspris; Sean Foley; Stephen Satchell; Reuben Segara; Juan Yao; Danika Wright


Project Summary

A number of important asset classes in Australia are overvalued when assessed against the reasonable bounds of traditional fundamental analysis. This makes them credible candidates for correction in the short to medium term. This project sets out to synthesise the different approaches and metrics previously adopted in the literature in order to understand both how and why asset-price bubbles exist. Utilising this survey of the literature our research will empirically examine various methods of identification, analyse key drivers associated with asset bubble formation, and assess which signals provide credible insight into asset bubble corrections. This project will further develop a series of recommendations in accordance with these three areas of examination.


November 2014 - November 2016

$122,000 (AUD)

Business School staff

Jamie Alcock
Academic profile
Angelo Aspris
Academic profile