Risk aversion, investor information and stock market volatility
Year of publication: |
2014
|
---|---|
Authors: | Lansing, Kevin J. ; LeRoy, Stephen F. |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 70.2014, p. 88-107
|
Subject: | Asset pricing | Excess volatility | Variance bounds | Risk aversion | Imperfect information | Theorie | Theory | Risikoaversion | Volatilität | Volatility | Börsenkurs | Share price | Unvollkommene Information | Incomplete information | CAPM | Aktienmarkt | Stock market | Risiko | Risk |
-
On variance bounds for asset price changes
Lansing, Kevin J., (2016)
-
Forecasting stock market volatility : can the risk aversion measure exert an important role?
Dai, Zhifeng, (2021)
-
Ambiguous Information, Portfolio Inertia, and Excess Volatility
Illeditsch, Philipp K., (2011)
- More ...
-
Risk aversion and stock price volatility
Lansing, Kevin J., (2010)
-
Lansing, Kevin J., (2018)
-
Lansing, Kevin J., (2022)
- More ...