Similar Search Results

Size and power in tests of return predictability

LeRoy, Stephen F.; Singhania, Rish - In: Quantitative finance 22 (2022) 6, pp. 1153-1167

Persistent link: https://www.econbiz.de/10013367890

Examining the sources of excess return predictability : stochastic volatility or market inefficiency?

Lansing, Kevin J.; LeRoy, Stephen F.; Ma, Jun - In: Journal of economic behavior & organization : JEBO 197 (2022), pp. 50-72

Persistent link: https://www.econbiz.de/10013383142

Principles of financial economics

LeRoy, Stephen F.; Werner, Jan - 2001 - 1. publ.

Persistent link: https://www.econbiz.de/10001553485

Rational Exuberance

Roy, Stephen F. Le - In: Journal of Economic Literature 42 (2004) 3, pp. 783-804

This article reviews the theory of speculative bubbles. Bubbles are a promising candidate as an explanation for the stock price run-up and collapse of the 1990s in the United States. The theory considers both irrational and rational bubbles, with emphasis on the latter. Rational bubbles, defined...

Persistent link: https://www.econbiz.de/10005560673