This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Stock Price Volatility in a Multiple Security Overlapping Generations Model Author info | Abstract | Publisher info | Download info | Related research | Statistics Spiegel, Matthew
No abstract is available for
this item.
To our knowledge, this item is not available for
download . To find whether it is available, there are three
options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page
whether it is in fact available.
3. Perform a search for a similarly titled item that would be
available.
Article provided by Oxford University Press for Society for Financial Studies in its journal Review of Financial Studies .
Volume (Year): 11 (1998)
Issue (Month): 2 ()
Pages: 419-47
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:oup:rfinst:v:11:y:1998:i:2:p:419-47Contact details of provider: Postal: Oxford University Press, Journals Department, 2001 Evans Road, Cary, NC 27513 USA. Fax: 919-677-1714 Email: Web page: http://www.rfs.oupjournals.org/ More information through EDIRC
Order Information: Web: http://www4.oup.co.uk/revfin/subinfo/
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Biais, Bruno & Bossaerts, Peter & Spatt, Chester, 2009.
"Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information ,"
IDEI Working Papers
474, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!]
Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman, 2007.
"Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility ,"
CEPR Discussion Papers
6455, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Massimo Guidolin, 2005.
"Home bias and high turnover in an overlapping generations model with learning ,"
Working Papers
2005-012, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007.
"Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility ,"
NBER Working Papers
13401, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
William N. Goetzmann & Matthew Spiegel & Andrey Ukhov, 2003.
"Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares ,"
NBER Working Papers
9469, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Helios Herrera, 2005.
"Sorting in Risk-Aversion and Asset Price Volatility ,"
Levine's Bibliography
172782000000000083, UCLA Department of Economics.
[Downloadable!]
Access and
download statistics Did you know? About 1000 archives contribute their bibliographic data to RePEc .
This page was last updated on 2009-12-25.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .