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The persistence of volatility and stock market fluctuations
Poterba, James M.; Summers, Lawrence Henry - 1984
Persistent link: https://www.econbiz.de/10000688412
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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
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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
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The Persistence of Volatility and Stock Market Fluctuations
Poterba, James M. - 2010
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/10012762976
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Economic implications of demographic change
Poterba, James M. - In: Business economics : the journal of the National … 51 (2016) 1, pp. 3-7
Persistent link: https://www.econbiz.de/10011724327
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The Effective Tax Rate and the Pretax Rate of Return
Feldstein, Martin - 1981
This paper presents new estimates of the taxes paid on nonfinancial corporate capital, on the pretax rate of return to capital, and on the effective tax rate. The basic time series show that both the pretax rate of return and the effective tax rate have varied substantially in the past quarter...
Persistent link: https://www.econbiz.de/10012478375
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Residential real estate and capital formation
Poterba, James M. (contributor) - In: Regional science & urban economics 19 (1989) 2, pp. 159-346
Persistent link: https://www.econbiz.de/10001069724
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Dividend taxes, corporate investment, and "q"
Poterba, James M.; Summers, Lawrence Henry - 1981
Persistent link: https://www.econbiz.de/10009567206
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Dividend Taxes, Corporate Investment, and "Q"
Poterba, James M. - 1981
Taxes on corporate distributions have traditionally been regarded as a "double tax" on corporate income. This view implies that while the total effective tax rate on corporate source income affects real economic decisions, the distribution of this tax burden between the shareholders and the...
Persistent link: https://www.econbiz.de/10012478282
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Dividend Taxes, Corporate Investment, and "Q"
Poterba, James M. - 2008
Taxes on corporate distributions have traditionally been regarded as a quot;double taxquot; on corporate income. This view implies that while the total effective tax rate on corporate source income affects real economic decisions, the distribution of this tax burden between the shareholders and...
Persistent link: https://www.econbiz.de/10012774610