Evaluating Stock Price Volatility: The Case of REITs

Jarl Kallberg and Crocker H. Liu

New York University, Leonard N. Stern School Finance Department Working Paper Seires from New York University, Leonard N. Stern School of Business-

Abstract: One of the most controversial topics in modern financial economics is 'excess volatility': the notion that stock prices move too much to be explained by fundamental economic and firm-specific factors. This research measures the extent of excess volatility in a special class of

Date: 1997-11-10
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Persistent link: https://EconPapers.repec.org/RePEc:fth:nystfi:98-048

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