What ties return volatilities to price valuations and fundamentals?
Year of publication: |
2013
|
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Authors: | David, Alexander ; Veronesi, Pietro |
Published in: |
Journal of political economy. - Chicago, Ill. : Univ. Press, ISSN 0022-3808, ZDB-ID 3026-0. - Vol. 121.2013, 4, p. 682-746
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Öffentliche Anleihe | Public bond | Aktie | Share | Stochastischer Prozess | Stochastic process | Allgemeines Gleichgewicht | General equilibrium | Lernprozess | Learning process | Finanzanalyse | Financial analysis | Inflation | Ankündigungseffekt | Announcement effect | USA | United States | 1958-2010 |
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