Matches in SemOpenAlex for { <https://semopenalex.org/work/W4255411983> ?p ?o ?g. }
Showing items 1 to 62 of
62
with 100 items per page.
- W4255411983 endingPage "985" @default.
- W4255411983 startingPage "985" @default.
- W4255411983 abstract "This paper estimates volatility changes in daily returns to the Dow Jones Industrial Average over the sample period 1897 through 1988. This allows a direct investigation of the reaction of the level of stock prices and subsequent expected returns to these estimated changes in volatility. We provide empirical evidence consistent with relatively large and systematic revisions in stock prices and subsequent expected returns to volatility changes. However, there appears to be an asymmetry in the market's reaction to volatility increases as opposed to volatility decreases. A majority of our volatility changes cannot be associated with the release of significant economic information." @default.
- W4255411983 created "2022-05-12" @default.
- W4255411983 creator A5004592450 @default.
- W4255411983 creator A5004904253 @default.
- W4255411983 creator A5020585585 @default.
- W4255411983 date "1991-07-01" @default.
- W4255411983 modified "2023-09-25" @default.
- W4255411983 title "The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns" @default.
- W4255411983 doi "https://doi.org/10.2307/2328551" @default.
- W4255411983 hasPublicationYear "1991" @default.
- W4255411983 type Work @default.
- W4255411983 citedByCount "33" @default.
- W4255411983 crossrefType "journal-article" @default.
- W4255411983 hasAuthorship W4255411983A5004592450 @default.
- W4255411983 hasAuthorship W4255411983A5004904253 @default.
- W4255411983 hasAuthorship W4255411983A5020585585 @default.
- W4255411983 hasConcept C106159729 @default.
- W4255411983 hasConcept C117996083 @default.
- W4255411983 hasConcept C127413603 @default.
- W4255411983 hasConcept C13290067 @default.
- W4255411983 hasConcept C149782125 @default.
- W4255411983 hasConcept C162324750 @default.
- W4255411983 hasConcept C192620184 @default.
- W4255411983 hasConcept C204036174 @default.
- W4255411983 hasConcept C24189920 @default.
- W4255411983 hasConcept C44731940 @default.
- W4255411983 hasConcept C556758197 @default.
- W4255411983 hasConcept C78519656 @default.
- W4255411983 hasConcept C91602232 @default.
- W4255411983 hasConceptScore W4255411983C106159729 @default.
- W4255411983 hasConceptScore W4255411983C117996083 @default.
- W4255411983 hasConceptScore W4255411983C127413603 @default.
- W4255411983 hasConceptScore W4255411983C13290067 @default.
- W4255411983 hasConceptScore W4255411983C149782125 @default.
- W4255411983 hasConceptScore W4255411983C162324750 @default.
- W4255411983 hasConceptScore W4255411983C192620184 @default.
- W4255411983 hasConceptScore W4255411983C204036174 @default.
- W4255411983 hasConceptScore W4255411983C24189920 @default.
- W4255411983 hasConceptScore W4255411983C44731940 @default.
- W4255411983 hasConceptScore W4255411983C556758197 @default.
- W4255411983 hasConceptScore W4255411983C78519656 @default.
- W4255411983 hasConceptScore W4255411983C91602232 @default.
- W4255411983 hasIssue "3" @default.
- W4255411983 hasLocation W42554119831 @default.
- W4255411983 hasOpenAccess W4255411983 @default.
- W4255411983 hasPrimaryLocation W42554119831 @default.
- W4255411983 hasRelatedWork W1520262233 @default.
- W4255411983 hasRelatedWork W1555608873 @default.
- W4255411983 hasRelatedWork W1558432738 @default.
- W4255411983 hasRelatedWork W1568116564 @default.
- W4255411983 hasRelatedWork W2088568893 @default.
- W4255411983 hasRelatedWork W2154821347 @default.
- W4255411983 hasRelatedWork W2342897532 @default.
- W4255411983 hasRelatedWork W2739057522 @default.
- W4255411983 hasRelatedWork W2766343279 @default.
- W4255411983 hasRelatedWork W3021990033 @default.
- W4255411983 hasVolume "46" @default.
- W4255411983 isParatext "false" @default.
- W4255411983 isRetracted "false" @default.
- W4255411983 workType "article" @default.