Participation Costs, Trend Chasing, and Volatility of Stock Prices

Review of Financial Studies - United Kingdom
doi 10.1093/rfs/11.3.521
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Oxford University Press (OUP)

Related search

Global Commodity Prices and Global Stock Volatility Shocks: Effects Across Countries

SSRN Electronic Journal
2017English

Limited Stock Market Participation and Asset Prices in a Dynamic Economy

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
2004English

Power-Law Behaviour, Heterogeneity, and Trend Chasing

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2007English

Return and Volatility Transmission Between World Oil Prices and Stock Markets of the GCC Countries

Economic Modelling
EconomicsEconometrics
2011English

Speculators, Prices, and Market Volatility

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
2016English

Macroeconomic Volatility and Stock Market Volatility, Worldwide

2008English

Precautionary Volatility and Asset Prices

SSRN Electronic Journal
2014English

Stock Prices and Fundamentals

NBER Macroeconomics Annual
EconomicsEconometrics
1999English

Legislating Stock Prices

SSRN Electronic Journal
2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy