Research Project

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

        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 level

        9. Diagnostic test for all stock