Showing 1 - 10 of 350
Persistent link: https://www.econbiz.de/10003774333
predicts price volatility. We then extend the logic of fragility to investigate two natural extensions: (1) the forecast of …
Persistent link: https://www.econbiz.de/10003931310
Persistent link: https://www.econbiz.de/10011337797
Persistent link: https://www.econbiz.de/10009705607
Persistent link: https://www.econbiz.de/10009409752
Persistent link: https://www.econbiz.de/10011490427
institutions predicts higher volatility and greater noise in stock prices, as well as greater fragility at times of crisis. When …
Persistent link: https://www.econbiz.de/10011514119
Persistent link: https://www.econbiz.de/10011539540
Persistent link: https://www.econbiz.de/10001744323
We examine the relation between stock volatility and asymmetric information empirically. We use two proxies of … to have less volatile returns. A significant and positive bilateral relationship between stock volatility and …
Persistent link: https://www.econbiz.de/10013131821