On the volatility of stock prices: an exercise in quantitative theory

DOI10.1080/00207729808929609zbMath1065.91532OpenAlexW2092310043MaRDI QIDQ4546804

Rajnish Mehra

Publication date: 1998

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729808929609

Mathematics Subject Classification ID

Related Items (3)

Intangible capital, corporate valuation and asset pricing ⋮ Equity Risk Premium ⋮ Selecting Internet company stocks using a combined DEA and AHP approach

Cites Work

• A Theory of the Term Structure of Interest Rates
• Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model
• The Present-Value Relation: Tests Based on Implied Variance Bounds
• Time to Build and Aggregate Fluctuations
• Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle

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