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Stock price volatility
LeRoy, Stephen F. - 1996
Persistent link: https://www.econbiz.de/10001320262
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Capital market efficiency : an update
LeRoy, Stephen F. - In: Economic review : an annual report of the Economic … (1990), pp. 29-40
Persistent link: https://www.econbiz.de/10001086274
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Stock price volatility : tests based on the geometric random walk
LeRoy, Stephen F. - In: The American economic review 82 (1992) 4, pp. 981-992
Persistent link: https://www.econbiz.de/10001131093
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Efficient capital markets and martingales
LeRoy, Stephen F. - In: Journal of economic literature 27 (1989) 4, pp. 1583-1621
Persistent link: https://www.econbiz.de/10001079354
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Risk aversion and stock price volatility
Lansing, Kevin J.; LeRoy, Stephen F. - 2010
Persistent link: https://www.econbiz.de/10008698340
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Risk aversion, investor information and stock market volatility
Lansing, Kevin J.; LeRoy, Stephen F. - In: European economic review : EER 70 (2014), pp. 88-107
Persistent link: https://www.econbiz.de/10010496407
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Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.; LeRoy, Stephen F.; Ma, Jun - 2018
Persistent link: https://www.econbiz.de/10011977460
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Efficiency and the variability of asset prices
LeRoy, Stephen F. - In: The American economic review 74 (1984) 2, pp. 183-187
Persistent link: https://www.econbiz.de/10002362807
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Expectations models of asset prices : a survey of theory
LeRoy, Stephen F. - In: The journal of finance : the journal of the American … 37 (1982) 1, pp. 185-217
Persistent link: https://www.econbiz.de/10002362831
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Risk aversion and the martingale property of stock prices
LeRoy, Stephen F. - In: International economic review 14 (1973) 2, pp. 436-446
Persistent link: https://www.econbiz.de/10002362926