Comment on: Stock volatility in the new millenium: How wacky is Nasdaq?

Journal of Monetary Economics

Volumn 49, Issue 1, 2002, Pages 27-30

  Hollifield, Burton ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036145406     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-3932(01)00100-3     Document Type: Article

References (18)

1. Optimal investment, growth options and security returns
2. Valuation and return dynamics of new ventures
3. Stock price volatility and equity premium
4. Asset pricing at the millennium
5. By force of habit: A consumption-based explanation of aggregate stock market behavior
6. Habit formation: A resolution of the equity premium paradox
7. Beliefs and volatility
8. Equilibrium cross-section of returns
9. Differences of opinion make a horse race
10. Heterogeneous beliefs and the effect of replicatable options on asset prices
11. On estimating the expected return on the market: An exploratory investigation
12. Rational pricing of internet companies
13. Do stock prices move too much to be justified by subsequent changes in dividends?
14. How learning in financial markets generates excess volatility and predictability in stock prices
15. Stock market overreaction to bad news in good times: A rational expectations equilibrium model
16. How does information quality affect stock returns?