Work

Stock Price Volatility: Tests Based on the Geometric Random Walk

Year: 1992

Type: article

Source: American Economic Review

Authors: Stephen F. LeRoy, William R. Parke

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1539860402

FWCI: 8.999

Cites: 7

Cited by: 57

Related to: 10