Volatility Tests and Efficient Markets: A Review Essay

John H. Cochrane

180 citations0/0 files storedNational Bureau of Economic Research

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

Abstract

About two thirds of Market Watility is a collection of Robert Shiller’s papers. The other third consists of excellent nontechnical summaries of the papers and overviews and interpretations of the literature. Most of the book

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