STOCK PRICE VOLATILITY, NEGATIVE AUTOCORRELATION AND THE CONSUMPTION-WEALTH RATIO: THE CASE OF CONSTANT FUNDAMENTALS-Reference-Cited by-同舟云学术

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STOCK PRICE VOLATILITY, NEGATIVE AUTOCORRELATION AND THE CONSUMPTION-WEALTH RATIO: THE CASE OF CONSTANT FUNDAMENTALS

Published:2010-05 Issue:2 Volume:15 Page:224-245
ISSN:1361-374X
Container-title:Pacific Economic Review
language:en
Short-container-title:

Author:

Leung Charles Ka Yui,Chen Nan-Kuang

Publisher

Wiley

Subject

Economics and Econometrics

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0106.2010.00499.x/fullpdf

Reference48 articles.

1. Asset Prices Under Habit Formation and Catching Up with the Joneses;Abel;American Economic Review,1990

2. An Exploration of the Effects of Pessimism and Doubt on Asset Returns;Abel;Journal of Economic Dynamics and Control,2002

3. Trend-Reverting Fluctuations in the Life-Cycle Model;Azariadis;Journal of Economic Theory,2004

4. Asset Price Dynamics and Infrequent Feedback Trades;Balduzzi;Journal of Finance,1995

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1. Overreaction to policy changes in the housing market: Evidence from Shanghai;Regional Science and Urban Economics;2016-05

2. Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries;Real Estate Economics;2016-02

3. Comparing Two Financial Crises: The Case of Hong Kong Real Estate Markets;Global Housing Markets;2015-10-03

4. Comparing consumption-based asset pricing models: The case of an Asian city;Journal of Housing Economics;2015-06

5. Overreaction to Policy Changes in the Housing Market: Evidence from Shanghai;SSRN Electronic Journal;2015

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