An Unbiased Reexamination of Stock Market Volatility
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1985.tb04990.x/fullpdf
Reference15 articles.
1. Excess Volatility in the Financial Markets: A Reassessment of the Empirical Evidence;Flavin;Journal of Political Economy,1983
2. Jeffrey A. Frankel James H. Stock “A Relationship between Regression and Volatility Tests of Market Efficiency.” 1983
3. The Present-Value Relation: Tests Based on Implied Variance Bounds;LeRoy;Econometrica,1981
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