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Are stock prices excessively sensitive to current information?
Data up to Jan 2025
Published1992
Citations1
References6
Total Citations Per Year
Abstract
References (6)
The Statistical Analysis of Time Series.
1972 • 1,286 citations
Variance Bounds Tests and Stock Price Valuation Models
1986 • 497 citations
Excess Volatility in the Financial Markets: A Reassessment of the Empirical Evidence
1983 • 296 citations
Bias in Small Sample Tests of Stock Price Rationality
1986 • 73 citations
Are stock prices excessively sensitive to current information?
1988 • 8 citations
Excess Stock Price Volatility as a Misspecified Euler Equation
1988 • 6 citations
Cited By (0)
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