Stock price volatility, negative autocorrelation and the consumption-wealth ratio : the case of constant fundamentals
Year of publication: |
2010
|
---|---|
Authors: | Leung, Charles Ka Yui ; Chen, Nan-kuang |
Published in: |
Pacific economic review. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1361-374X, ZDB-ID 1386453-1. - Vol. 15.2010, 2, p. 224-245
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Overlapping Generations | Overlapping generations | Theorie | Theory |
-
Deutscher, Nicole, (2003)
-
Stock price volatility in a multiple security overlapping generations model
Spiegel, Matthew, (1998)
-
Participation costs, trend chasing, and volatility of stock prices
Orosel, Gerhard O., (1998)
- More ...
-
Losing track of the asset markets: The case of housing and stock
Chang, Kuang-Liang, (2015)
-
Asset price spillover, collateral and crises : with an application to property market policy
Chen, Nan-kuang, (2008)
-
Monetary policy, term structure and asset return : comparing REIT, housing and stock
Chang, Kuang-liang, (2011)
- More ...