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ASYMMETRIC INFORMATION AND THE EXCESS VOLATILITY OF STOCK PRICES
14 references·0 citing·43 second hop
ASYMMETRIC INFORMATION AND THE EXCESS VOLATILITY OF STOCK PRICES (1994)ASYMMETRIC INFORMATION AND THE EXCESS VOL…Volatility Tests and Efficient Markets: A Review Essay (1991)Volatility Tests and Efficien…Volatility tests and efficient markets (1991)Volatility tests and efficien…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEfficient Capital Markets and Martingales (1989)Efficient Capital Markets and…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Variance Bounds Tests and Stock Price Valuation Models (1986)Variance Bounds Tests and Sto…Does the Stock Market Rationally Reflect Fundamental Values? (1986)Does the Stock Market Rationa…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…Do Sunspots Matter? (1983)Do Sunspots Matter?The Present-Value Relation: Tests Based on Implied Variance Bounds (1981)The Present-Value Relation: T…The Determinants of the Variability of Stock Market Prices (1980)The Determinants of the Varia…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Market for "Lemons": Qual…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Explaining the Variance of Price–Dividend Ratios (1992)ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK* (2008)Stock market volatility around national elections (2008)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Noise (1986)Predicting returns in the stock and bond markets (1986)Good Day Sunshine: Stock Returns and the Weather (2003)Expected Stock Returns and Variance Risk Premia (2009)Efficient Capital Markets: II (1991)Mental Accounting, Loss Aversion, and Individual Stock Returns (2001)The Dog That Did Not Bark: A Defense of Return Predictability (2007)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)The Framing of Decisions and the Psychology of Choice (1981)Stock Volatility and the Crash of '87 (1989)The econometrics of financial markets (1996)Investor Sentiment and Asset Valuation (2005)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Asset Bubbles and Overlapping Generations (1985)On Endogenous Competitive Business Cycles (1986)Rationality of Self and Others in an Economic System (1986)The Evolution of Cooperation (1981)The Resource-Based Theory of Competitive Advantage: Implications for Strategy Formulation (1991)
this work references cited by second hop

References

  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism22,977 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1984Stock Prices and Social Dynamics1,615 cited
  • 1981The Present-Value Relation: Tests Based on Implied Variance Bounds1,364 cited
  • 1986Does the Stock Market Rationally Reflect Fundamental Values?1,149 cited
  • 1983Do Sunspots Matter?1,017 cited
  • 1980The Determinants of the Variability of Stock Market Prices511 cited
  • 1989Efficient Capital Markets and Martingales505 cited
  • 1986Variance Bounds Tests and Stock Price Valuation Models484 cited
  • 1991Volatility Tests and Efficient Markets: A Review Essay180 cited
  • 1991Volatility tests and efficient markets166 cited

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