There is No Excess Volatility Puzzle
Year of publication: |
May 2024
|
---|---|
Authors: | Atkeson, Andrew ; Heathcote, Jonathan ; Perri, Fabrizio |
Institutions: | National Bureau of Economic Research (issuing body) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Dividende | Dividend | USA | United States |
Extent: | 1 Online-Ressource illustrations (black and white) |
---|---|
Series: | NBER working paper series ; no. w32481 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Hardcopy version available to institutional subscribers |
Other identifiers: | 10.3386/w32481 [DOI] |
Classification: | G0 - Financial Economics. General ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The Unique Role of Cash Dividends : Evidence from the Volatility of Stock Returns
Gao, Feng, (2012)
-
Expected Returns and Expected Dividend Growth : Time to Rethink an Established Empirical Literature
Ma, Jun, (2014)
-
Heterogeneous Beliefs about Rare Event Risk in the Lucas Orchard
Piatti, Ilaria, (2017)
- More ...
-
The End of Privilege : A Reexamination of the Net Foreign Asset Position of the United States
Atkeson, Andrew, (2022)
-
The Rise of US Earnings Inequality : Does the Cycle Drive the Trend?
Heathcote, Jonathan, (2020)
-
Unequal We Stand : An Empirical Analysis of Economic Inequality in the United States, 1967-2006
Heathcote, Jonathan, (2009)
- More ...