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The persistence of volatility and stock fluctuations

Poterba, James M.; Summers, Lawrence Henry - 1984

Persistent link: https://www.econbiz.de/10002675142

Do required minimum distributions matter? : the effect of the 2009 holiday on retirement plan distributions

Brown, Jeffrey R.; Poterba, James M.; Richardson, David P. - 2014

Persistent link: https://www.econbiz.de/10010416386

Trends in Retirement and Retirement Income Choices by TIAA Participants : 2000-2018

Brown, Jeffrey R.; Poterba, James M.; Richardson, David P. - National Bureau of Economic Research - 2022

This paper documents trends over the last two decades in retirement behavior and retirement income choices by participants in TIAA, a large and mature defined contribution plan with a wide range of withdrawal options. Between 2000 and 2018, the average retirement age rose by approximately 1.3...

Persistent link: https://www.econbiz.de/10013191041

Mortality risk, inflation risk, and annuity products

Brown, Jeffrey R.; Mitchell, Olivia S.; Poterba, James M. - 2000

Persistent link: https://www.econbiz.de/10001494305

The persistence of volatility and stock market fluctuations

Poterba, James M.; Summers, Lawrence Henry - 1984

Persistent link: https://www.econbiz.de/10000688412

The Persistence of Volatility and Stock Market Fluctuations

Poterba, James M. - 1984

This paper examines the potential influence of changing volatility in stock market prices on the level of stock market … prices. It demonstrates that volatility is only weakly serially correlated, implying that shocks to volatility do not persist …. These shocks can therefore have only a small impact on stockmarket prices, since changes in volatility affect expected …

Persistent link: https://www.econbiz.de/10012477626