Work

Volatility Tests and Efficient Markets: A Review Essay

Year: 1991

Type: report

Abstract: About two thirds of Market Watility is a collection of Robert Shiller’s papers. The other third consists of excellent nontechnical summaries of the papers and overviews and interpretations of the literature. Most of the book

Source: National Bureau of Economic Research

DOI: 10.3386/w3591

Author: John Cochrane

Institutions: Hoover Institution, National Bureau of Economic Research, University of Chicago

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1501742733

Cites:

Cited by: 180

Related to: 10