MARKET VOLATILITY - SHILLER,RJ

被引：7

作者：

SCHWERT, GW

机构：

来源：

关键词：

D O I：

10.3905/jpm.1991.409350

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：74 / 78

页数：5

共 11 条

[1]

FAM EF, 1988, J POLITICAL EC, V96, P246

[2] ASSET RETURNS AND INFLATION [J].

FAMA, EF ;

SCHWERT, GW .

[3] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J].

FAMA, EF .

[4] EXPECTED STOCK RETURNS AND VOLATILITY [J].

FRENCH, KR ;

SCHWERT, GW ;

STAMBAUGH, RF .

[5] VARIANCE BOUNDS TESTS AND STOCK-PRICE VALUATION MODELS [J].

KLEIDON, AW .

[6]

MARSH TA, 1986, AM ECON REV, V76, P483

[7]

NELSON CR, 1977, AM ECON REV, V67, P478

[8] MEAN REVERSION IN STOCK-PRICES - EVIDENCE AND IMPLICATIONS [J].

POTERBA, JM ;

SUMMERS, LH .

[9]

SAMUELSON PA, 1990, J PORTFOLIO MANA SPR, P5

[10]

SHILLER RJ, MARKET VOLATILITY