✦ LIBER ✦

The composition of stock price indices and the excess volatility puzzle

✍ Scribed by Burkhard Drees; Bernhard Eckwert

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

ASYMMETRIC INFORMATION AND THE EXCESS VO

✍ Benjamin Eden; Boyan Jovanovic 📂 Article 📅 1994 🏛 Oxford University Press 🌐 English ⚖ 603 KB

Excess volatility of stock prices and Kn

✍ James Dow; Sérgio Ribeiro da Costa Werlang 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 487 KB

Forecasting the volatility of stock pric

✍ Tae Hyup Roh 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 162 KB

STOCK PRICES AND EXCESSIVE VOLATILITY: S

✍ Ronald MacDonald 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 613 KB

Understanding Stock Price Volatility: Th

✍ GIL SADKA 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 177 KB

Price Limits and Stock Market Volatility

✍ Kate Phylaktis; Manolis Kavussanos; Gikas Manalis 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 64 KB