Research Project

Below are the collected data and calculations for the research "Comparative Analysis of Stock Bubbles in S&P 500 Individual Stocks: A Study Using SADF and GSADF Models."    

Here is the link to the article: 

        1. Historical Prices for Selected Stock 

        2. Descriptive statistics

        3. Company name and sector

        4. Bubble detection

        5. Top 5 companies as per market capitalization

        6. Top 10 companies by growth

        7. Lowest 10 companies by growth

        8. Test statistics of ADF, SADF, and GSADF at different significant levels

        9. Diagnostic test for all stock