THE VOLATILITY OF STOCK-MARKET PRICES

被引：25

作者：

SHILLER, RJ ^{[1
]}

机构：

[1] YALE UNIV,SCH MANAGEMENT,NEW HAVEN,CT 06520

来源：

关键词：

D O I：

10.1126/science.235.4784.33

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：33 / 37

页数：5

共 50 条

[1] STOCK-MARKET STRUCTURE AND VOLATILITY
STOLL, HR
WHALEY, RE
[J]. REVIEW OF FINANCIAL STUDIES, 1990, 3 (01): : 37 - 75
[2] FORECASTING STOCK-MARKET PRICES
UMSTEAD, DA
[J]. JOURNAL OF FINANCE, 1977, 32 (02): : 427 - 441
[3] THE BEHAVIOR OF STOCK-MARKET PRICES
FAMA, EF
[J]. JOURNAL OF BUSINESS, 1965, 38 (01): : 34 - 105
[4] POLICIES TO CURB STOCK-MARKET VOLATILITY
EDWARDS, FR
[J]. FINANCIAL MARKET VOLATILITY, 1988, : 141 - 166
[5] SPECULATIVE TRADING AND STOCK-MARKET VOLATILITY
JONES, JD
MULHERIN, JH
TITMAN, S
[J]. JOURNAL OF FINANCE, 1995, 50 (03): : 985 - 986
[6] MARGIN REQUIREMENTS AND STOCK-MARKET VOLATILITY
FERRIS, SP
CHANCE, DM
[J]. ECONOMICS LETTERS, 1988, 28 (03) : 251 - 254
[7] MARGIN REGULATION AND STOCK-MARKET VOLATILITY
HSIEH, DA
MILLER, MH
[J]. JOURNAL OF FINANCE, 1990, 45 (01): : 3 - 29
[8] AN UNBIASED REEXAMINATION OF STOCK-MARKET VOLATILITY
MANKIW, NG
ROMER, D
SHAPIRO, MD
[J]. JOURNAL OF FINANCE, 1985, 40 (03): : 677 - 687
[9] THE PERSISTENCE OF VOLATILITY AND STOCK-MARKET FLUCTUATIONS
POTERBA, JM
SUMMERS, LH
[J]. AMERICAN ECONOMIC REVIEW, 1986, 76 (05): : 1142 - 1151
[10] ASSET REVALUATIONS AND STOCK-MARKET PRICES
SHARPE, IG
WALKER, RG
[J]. JOURNAL OF ACCOUNTING RESEARCH, 1975, 13 (02) : 293 - 310