On the volatility of stock prices: an exercise in quantitative theory

DOI10.1080/00207729808929609zbMATH Open1065.91532OpenAlexW2092310043MaRDI QIDQ4546804FDOQ4546804

Authors: Rajnish Mehra 

Publication date: 1998

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729808929609

Mathematics Subject Classification ID

Cites Work

• A theory of the term structure of interest rates
• Time to Build and Aggregate Fluctuations
• The Present-Value Relation: Tests Based on Implied Variance Bounds
• Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model
• Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle

Cited In (3)

• Intangible capital, corporate valuation and asset pricing
• Selecting Internet company stocks using a combined DEA and AHP approach
• Equity Risk Premium

This page was built for publication: On the volatility of stock prices: an exercise in quantitative theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4546804)