Stock Price Volatility: Tests Based on the Geometric Random Walk.
| Year of publication: |
1992
|
|---|---|
| Authors: | LeRoy, Stephen F ; Parke, William R |
| Published in: |
American Economic Review. - American Economic Association - AEA. - Vol. 82.1992, 4, p. 981-92
|
| Publisher: |
American Economic Association - AEA |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005571722