Narrow search
Showing 1 - 10 of 301
Cover Image
The persistence of volatility and stock market fluctuations
Poterba, James M.; Summers, Lawrence Henry - 1984
Persistent link: https://www.econbiz.de/10000688412
Cover Image
The persistence of volatility and stock fluctuations
Poterba, James M.; Summers, Lawrence Henry - 1984
Persistent link: https://www.econbiz.de/10002675142
Cover Image
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
Cover Image
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
Cover Image
Stock ownership patterns, stock market fluctuations, and consumption
Poterba, James M. - In: Brookings papers on economic activity : BPEA (1995), pp. 295-372
Persistent link: https://www.econbiz.de/10001195215
Cover Image
The changing pattern of stock ownership in the US : 1989-2013
Poterba, James M. - In: Eastern economic journal 44 (2018) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012244761
Cover Image
The decline of defined benefit retirement plans and asset flows
Poterba, James M.; Venti, Steven F.; Wise, David A. - In: Social security policy in a changing environment, (pp. 333-379). 2009
Persistent link: https://www.econbiz.de/10003881871
Cover Image
The decline of defined benefit retirement plans and asset flows
Poterba, James M.; Venti, Steven F.; Wise, David A. - 2007
Persistent link: https://www.econbiz.de/10003411282
Cover Image
Investor Diversification and International Equity Markets
French, Kenneth R. - 1991
The benefits of international diversification have been recognized for decades. In spite of this, most investors hold nearly all of their wealth in domestic assets. In this paper, we construct new estimates of the international equity portfolio holdings of investors in the U.S., Japan, and...
Persistent link: https://www.econbiz.de/10012475411
Cover Image
Investor Diversification and International Equity Markets
French, Kenneth R.; Poterba, James M. - 2021
The benefits of international diversification have been recognized for decades. In spite of this, most investors hold nearly all of their wealth in domestic assets. In this paper, we construct new estimates of the international equity portfolio holdings of investors in the U.S., Japan, and...
Persistent link: https://www.econbiz.de/10013228251