as bull and bear market dynamics and excess volatility. -- Heterogeneous interacting agents ; Bull and bear market …

regimes with high volatility originate from the fact that speculators extract stronger trading signals out of past stock price … crashes, excess volatility, serially uncorrelated returns, fat-tailed return distributions and volatility clustering, thereby …

speculation to stock price volatility. Furthermore, we show that there is an inverse causal relationship ranging from stock prices …This study investigates the possible Granger-causal relations between stock price volatility and dividend dynamics on …-2018. Stock price volatility is calculated in terms of "conditional" volatility and in terms of the so-called "Shiller ratio …