The stochastic behavior of common stock variances Value, leverage and interest rate effectsAndrew A. Christie1982-12-01articleJournal of Financial Economics2,382 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingFinancial Markets and Investment StrategiesStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 2,382 citations exist upstream.References1973The Pricing of Options and Corporate Liabilities1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1977Time Series Analysis: Forecasting and Control1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1980Measuring security price performance1976The valuation of options for alternative stochastic processes1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices1968The Information Content of Annual Earnings AnnouncementsCited by2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk1994Threshold heteroskedastic models2001The distribution of realized stock return volatility1992No news is good news2001Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1997Emerging equity market volatility2000Asymmetric Volatility and Risk in Equity Markets