THE EFFECT OF VOLATILITY CHANGES ON THE LEVEL OF STOCK-PRICES AND SUBSEQUENT EXPECTED RETURNS

被引：74

作者：

HAUGEN, RA

TALMOR, E

TOROUS, WN

机构：

[1] TEL AVIV UNIV,IL-69978 TEL AVIV,ISRAEL

[2] UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024

来源：

JOURNAL OF FINANCE | 1991年 / 46卷 / 03期

关键词：

D O I：

10.2307/2328551

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：985 / 1007

页数：23

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