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

DOI10.1080/00207729808929609MaRDI QIDQ4546804zbMATHOpenAlexFDO

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

Cited in

(3)

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

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