FINANCIAL MARKET VOLATILITY - A SURVEY

被引：0
|
作者：
SCOTT, LO
机构：
[1] UNIV GEORGIA, FINANCE, ATHENS, GA 30602 USA
[2] INT MONETARY FUND, RES DEPT, WASHINGTON, DC 20431 USA
来源：
INTERNATIONAL MONETARY FUND STAFF PAPERS | 1991年 / 38卷 / 03期
关键词：
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
Volatility in financial markets has forced economists to re-examine the validity of the efficient markets hypothesis, and new empirical approaches have been applied to the study of this important issue in recent years. Many of the recent studies have found evidence of excessive volatility. In the aftermath of the stock market crash of 1987 and the perceived increase in market volatility, some economists have advocated additional market regulations. This paper presents a review of recent studies on financial market volatility.
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页码：582 / 625
页数：44
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