Time-aggregated information and stock price volatility

DOI10.1016/0165-1765(86)90014-5zbMATH Open1328.91288OpenAlexW2051516491MaRDI QIDQ899782FDOQ899782

Authors: Shin-Ichi Fukuda 

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90014-5

Recommendations

• Volatility and stock prices: Implications from a production model of asset pricing
• scientific article; zbMATH DE number 10027
• Stock market volatility and public information flow: a non-linear perspective
• Periodically collapsing Evans bubbles and stock-price volatility
• scientific article; zbMATH DE number 6453480

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cites Work

• Title not available (Why is that?)
• Note on the Correlation of First Differences of Averages in a Random Chain

Cited In (1)

• Option pricing methods: an overview

This page was built for publication: Time-aggregated information and stock price volatility

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q899782)