Efficiency and the Variability of Asset Prices
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- David R. Peterson, 1986. "An Empirical Test Of An Ex-Ante Model Of The Determination Of Stock Return Volatility," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(3), pages 203-214, September.
- Kenneth D. West, 1987. "A Specification Test for Speculative Bubbles," The Quarterly Journal of Economics, Oxford University Press, vol. 102(3), pages 553-580.
- Lansing, Kevin J. & LeRoy, Stephen F., 2014. "Risk aversion, investor information and stock market volatility," European Economic Review, Elsevier, vol. 70(C), pages 88-107.
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- Wihlborg, Clas, 1989. "The Incentive to Acquire Information and Financial Market Efficiency," Working Paper Series 218, Research Institute of Industrial Economics.
- Lansing, Kevin J., 2016. "On variance bounds for asset price changes," Journal of Financial Markets, Elsevier, vol. 28(C), pages 132-148.
- Akdeniz, Levent & Salih, Aslıhan Altay & Ok, Süleyman Tuluğ, 2007. "Are stock prices too volatile to be justified by the dividend discount model?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 433-444.
- Wihlborg, Clas, 1987. "Speculation, Bubbles, and Sunspots under Structural Uncertainty," Working Paper Series 180, Research Institute of Industrial Economics.
- Schotman, Peter C., 2001. "When units roots matter: excess volatility and excess smoothness of long-term interest rates," Journal of Empirical Finance, Elsevier, vol. 8(5), pages 669-694, December.
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