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11
Stock price booms and expected capital gains
Adam, Klaus
;
Beutel, Johannes
;
Marcet, Albert
-
2014
Persistent link: https://www.econbiz.de/10010363250
Saved in:
12
Where are the sources of stock market mispricing and excess
volatility
?
Chen, Carl R.
;
Lung, Peter P.
;
Wang, F. Albert
- In:
Review of quantitative finance and accounting
41
(
2013
)
4
,
pp. 631-650
Persistent link: https://www.econbiz.de/10010246406
Saved in:
13
Stock price booms and expected capital gains
Adam, Klaus
;
Beutel, Johannes
;
Marcet, Albert
-
2014
Persistent link: https://www.econbiz.de/10010375945
Saved in:
14
Asset pricing with arbitrage activity
Hugonnier, Julien
;
Prieto, Rodolfo
-
2013
agents, arbitrage activity has an impact on the price level and generates both excess
volatility
and the leverage effect. We …
Persistent link: https://www.econbiz.de/10010257492
Saved in:
15
Stock price booms and expected capital gains
Adam, Klaus
;
Beutel, Johannes
;
Marcet, Albert
-
2014
successfully replicates (1) the
volatility
of stock prices and (2) the positive correlation between the price dividend ratio and …
Persistent link: https://www.econbiz.de/10011490485
Saved in:
16
Monetary policy and asset price
volatility
: should we refill the Bernanke-Gertler prescription?
Kuttner, Kenneth N.
-
2011
Persistent link: https://www.econbiz.de/10009563942
Saved in:
17
Beliefs-driven price association
Fischer, Paul E.
;
Heinle, Mirko S.
;
Verrecchia, Robert E.
- In:
Journal of accounting & economics
61
(
2016
)
2/3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10011498099
Saved in:
18
Bubbles
and long-range dependence in asset prices volatilities
Kirman, Alan P.
;
Teyssière, Gilles
-
2002
Persistent link: https://www.econbiz.de/10001720525
Saved in:
19
Bubbles
and long range dependence in asset prices volatilities
Kirman, Alan P.
;
Teysière, Gilles
- In:
Equilibrium, markets and dynamics : essays in honour of …
,
(pp. 307-323)
.
2002
Persistent link: https://www.econbiz.de/10001685789
Saved in:
20
Endogenous jumping and asset price dynamics
Lim, Guay C.
;
Martin, Vance
;
Teo, Leslie E.
- In:
Macroeconomic dynamics
2
(
1998
)
2
,
pp. 213-237
Persistent link: https://www.econbiz.de/10001617645
Saved in:
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