MONEY SUPPLY ANNOUNCEMENTS AND THE EX-ANTE VOLATILITY OF ASSET PRICES

[1] BAILEY W, 1986, THESIS U CALIFORNIA

[2] STANDARD DEVIATIONS IMPLIED IN OPTION PRICES AS PREDICTORS OF FUTURE STOCK-PRICE VARIABILITY [J]. JOURNAL OF BANKING & FINANCE, 1981, 5 (03) : 363 - 381

[3] MACRO-INFORMATION AND THE VARIABILITY OF STOCK-MARKET PRICES [J]. JOURNAL OF FINANCE, 1979, 34 (02) : 439 - 450

[4] CORNELL B, 1983, AM ECON REV, V73, P644

[5] CORNELL B, 1978, FINANCIAL MANAGE SPR, P54

[6] ASSET RETURNS AND INFLATION [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) : 115 - 146

[7] VALUATION BY APPROXIMATION - A COMPARISON OF ALTERNATIVE OPTION VALUATION TECHNIQUES [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1985, 20 (01) : 45 - 71

[8] GESKE R, 1986, CAPITAL MARKET EQUIL, P79

[9] EXCHANGE-RATES, INTEREST-RATES, AND MONEY-STOCK ANNOUNCEMENTS - A THEORETICAL EXPOSITION [J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1985, 4 (04) : 443 - 454

[10] MARKET PERCEPTIONS OF FEDERAL-RESERVE POLICY AND THE WEEKLY MONETARY ANNOUNCEMENTS [J]. JOURNAL OF MONETARY ECONOMICS, 1984, 14 (02) : 225 - 240

[1] BAILEY W, 1986, THESIS U CALIFORNIA

[2] STANDARD DEVIATIONS IMPLIED IN OPTION PRICES AS PREDICTORS OF FUTURE STOCK-PRICE VARIABILITY [J]. JOURNAL OF BANKING & FINANCE, 1981, 5 (03) : 363 - 381

[3] MACRO-INFORMATION AND THE VARIABILITY OF STOCK-MARKET PRICES [J]. JOURNAL OF FINANCE, 1979, 34 (02) : 439 - 450

[4] CORNELL B, 1983, AM ECON REV, V73, P644

[5] CORNELL B, 1978, FINANCIAL MANAGE SPR, P54

[6] ASSET RETURNS AND INFLATION [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) : 115 - 146

[7] VALUATION BY APPROXIMATION - A COMPARISON OF ALTERNATIVE OPTION VALUATION TECHNIQUES [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1985, 20 (01) : 45 - 71

[8] GESKE R, 1986, CAPITAL MARKET EQUIL, P79

[9] EXCHANGE-RATES, INTEREST-RATES, AND MONEY-STOCK ANNOUNCEMENTS - A THEORETICAL EXPOSITION [J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1985, 4 (04) : 443 - 454

[10] MARKET PERCEPTIONS OF FEDERAL-RESERVE POLICY AND THE WEEKLY MONETARY ANNOUNCEMENTS [J]. JOURNAL OF MONETARY ECONOMICS, 1984, 14 (02) : 225 - 240