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The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns
Home
Publications
The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns
The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns
RH
Robert A. Haugen
Robert A. Haugen
ET
Eli Talmor
Eli Talmor
WT
Walter N. Torous
Walter N. Torous
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1 July 1991
journal article
Published by
JSTOR
in
The Journal of Finance
Vol. 46
(3)
,
985-1007
https://doi.org/10.2307/2328551
Abstract
No abstract available
Keywords
VOLATILITY CHANGES
STOCK PRICES
PRICES AND SUBSEQUENT
SUBSEQUENT EXPECTED
LEVEL OF STOCK
EXPECTED RETURNS
ASYMMETRY
Cited by 40 articles