Excessive stock price dispersion : a regression test of cross-sectional volatility
Year of publication: |
1996
|
---|---|
Authors: | Bulkley, George ; Snell, Andy ; Tonks, Ian |
Publisher: |
London |
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income |
Extent: | 24, [9] S. graph. Darst. |
---|---|
Series: | Discussion paper series / LSE Financial Markets Group. - London, ISSN 0956-8549, ZDB-ID 2202548-0. - Vol. 246 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman, (2014)
-
On the Properties of Regression Tests of Asset Return Predictability
Velasco, Carlos, (2011)
-
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin, (2021)
- More ...
-
Excessive Dispersion of US Stock Prices: A Regression Test of Cross-Sectional Volatility
Tonks, Ian, (1996)
-
Cross-sectional volatility on the UK stock market
Bulkley, George, (1991)
-
Trading rules and excess volatility
Bulkley, George, (1992)
- More ...