Comment on: : Stock volatility in the new millennium: how wacky is Nasdaq?
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- Shiller, Robert J, 1981.
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- Jonathan Berk & Richard C. Green & Vasant Naik, 1998. "Optimal Investment, Growth Options, and Security Returns," NBER Working Papers 6627, National Bureau of Economic Research, Inc.
- Brennan, Michael J. & Xia, Yihong, 2001. "Stock price volatility and equity premium," Journal of Monetary Economics, Elsevier, vol. 47(2), pages 249-283, April.
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1897, Harvard - Institute of Economic Research.
- Pietro Veronesi, 2000. "How Does Information Quality Affect Stock Returns?," Journal of Finance, American Finance Association, vol. 55(2), pages 807-837, 04.
- Robert C. Merton, 1980.
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0444, National Bureau of Economic Research, Inc.
- Merton, Robert C., 1980. "On estimating the expected return on the market : An exploratory investigation," Journal of Financial Economics, Elsevier, vol. 8(4), pages 323-361, December.
- Kraus, Alan & Smith, Maxwell, 1996. "Heterogeneous Beliefs and the Effect of Replicatable Options on Asset Prices," Review of Financial Studies, Society for Financial Studies, vol. 9(3), pages 723-56.
- Schwartz, Eduardo S & Moon, Mark, 2001. "Rational Pricing of Internet Companies Revisited," The Financial Review, Eastern Finance Association, vol. 36(4), pages 7-25, November.
- Harris, Milton & Raviv, Artur, 1993. "Differences of Opinion Make a Horse Race," Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 473-506.
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