An Equilibrium Theory of Excess Volatility and Mean Reversion in Stock Market Prices
Year of publication: |
[2010]
|
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Authors: | Marcus, Alan J. |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Börsenkurs | Share price | Theorie | Theory | Volatilität | Volatility | Mean Reversion | Mean reversion |
Extent: | 1 Online-Ressource (20 p) |
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Series: | NBER Working Paper ; No. w3106 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1989 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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