Evaluating Stock Price Volatility: The Case of REITs

One of the most controversial topics in modern financial economics is 'excess volatility': the notion that stock prices move too much to be explained by fundamental economic and firm-specific factors. This research measures the extent of excess volatility in a special class of

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Year of publication:	1997-11-10
Authors:	Kallberg, Jarl ; Liu, Crocker H.
Institutions:	Finance Department, Stern School of Business

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Series:	New York University, Leonard N. Stern School Finance Department Working Paper Seires.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005626165