Excess volatility of stock prices and Knightian uncertainty

Authors
James Dow Sérgio R. da Costa Werlang
Citation
James Dow et Sérgio R. da Costa Werlang, Excess volatility of stock prices and Knightian uncertainty, European economic review, (2-3), 1992, pp. 631
Journal title
European economic review → ACNP
ISSN journal
00142921
Issue
2-3
Year of publication
1992
Database
ICR
SICI code
0014-2921(1992):2-3<631:EVOSPA>2.0.ZU;2-W