Advanced Search
MyIDEAS: Login to save this book or follow this series

Market Volatility

Contents:

Author Info

  • Robert J. Shiller

    ()
    (Yale University)

Abstract

Market Volatility proposes an innovative theory, backed by substantial statistical evidence, on the causes of price fluctuations in speculative markets. It challenges the standard efficient-markets model for explaining asset prices by emphasizing the significant role that popular opinion or psychology can play in price volatility. Offering detailed analyses of the stock, the bond, and the real estate markets, Shiller discusses the relations of these speculative prices and extends the analysis of speculative markets to macroeconomic activity in general.

Download Info

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.

Bibliographic Info

as in new window
This book is provided by The MIT Press in its series MIT Press Books with number 0262691515 and published in 1992.

Volume: 1
Edition: 1
ISBN: 0-262-69151-5
Handle: RePEc:mtp:titles:0262691515

Contact details of provider:
Web page: http://mitpress.mit.edu

Related research

Keywords: price volatility; speculative markets; efficient-markets model;

Find related papers by JEL classification:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Bernstein, Asaf & Hughson, Eric & Weidenmier, Marc D., 2010. "Identifying the effects of a lender of last resort on financial markets: Lessons from the founding of the fed," Journal of Financial Economics, Elsevier, Elsevier, vol. 98(1), pages 40-53, October.
  2. Pope, Rulon D. & LaFrance, Jeffrey T. & Just, Richard E, 2007. "Agricultural arbitrage and risk preferences," CUDARE Working Paper Series, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy 1041, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
  3. repec:eme:qrfmpp:v:3:y:2011:i:2:p:26-35 is not listed on IDEAS
  4. Liu, Xiaoliang & Filler, Gunther & Odening, Martin, 2012. "Testing for Speculative Bubbles in Agricultural Commodity Prices: A Regime Switching Approach," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists 122554, European Association of Agricultural Economists.
  5. Bernard Dumas & Jeff Fleming & Robert E. Whaley, 1996. "Implied Volatility Functions: Empirical Tests," NBER Working Papers 5500, National Bureau of Economic Research, Inc.
  6. James Crotty, 2011. "The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics 2011-05, University of Massachusetts Amherst, Department of Economics.
  7. Oliver D. Bunn & Robert J. Shiller, . "Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1950, Cowles Foundation for Research in Economics, Yale University.
  8. Oliver D. Bunn & Robert J. Shiller, 2014. "Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013," NBER Working Papers 20370, National Bureau of Economic Research, Inc.
  9. Victor Dragota & Dragos Stefan Oprea, 2014. "Informational Efficiency Tests on the Romanian Stock Market: A Review of the Literature," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 6(1), pages 015-028, June.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:mtp:titles:0262691515. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jake Furbush).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.