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Are UK Stock Prices Excessively Volatile? Trading Rules and Variance Bound Tests

Bibliographic Data

ID9714340
AuthorsGeorge Bulkley (University of Exeter), Ian Tonks (0000-0002-4503-5149, London School of Economics and Political Science)
Year1989
Volume99
Issue398
Pages1083
Publication date1989-12-01
Open AccessNo
TypeARTICLE
VenueThe Economic Journal (JOURNAL)
Journal identifiersISSN: 0013-0133 • E-ISSN: 1468-0297
PublisherOxford University Press (OUP) (PUBLISHER)
DOI10.2307/2234089
OpenAlexW2061855087
LanguageEN
Citations received3
References cited9

Journal Article Are UK Stock Prices Excessively Volatile? Trading Rules and Variance Bound Tests Get access George Bulkley, George Bulkley University of Exeter Search for other works by this author on: Oxford Academic Google Scholar Ian Tonks Ian Tonks London School of Economics and University of Exeter Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 99, Issue 398, 1 December 1989, Pages 1083–1098, https://doi.org/10.2307/2234089 Published: 01 December 1989

Archaeology · Art history · Econometrics · Economic history · Economics · Financial economics · George (robot · Statistics · Stock (firearms · Variance (accounting · Variance components · Accounting · Corporate Finance and Governance · Financial Markets and Investment Strategies · History · Mathematics · Monetary Policy and Economic Impact

  • A Recursive Modelling Approach to Predicting UK Stock Returns

    Open Access•M Hashem Pesaran, Allan Timmermann•The Economic Journal•2000

  • Near-Rational Behaviour and Financial Market Fluctuations

    Wang Yong, Yong Wang•The Economic Journal•1993

  • The Behaviour of UK Stock Prices and Returns

    Open Access•Keith Cuthbertson, Simon Hayes et al.•The Economic Journal•1997

  • Trends and random walks in macroeconmic time series

    Open Access•Charles R Nelson, Charles R Plosser•Journal of Monetary Economics•1982

  • Rational Expectations and the Theory of Price Movements

    John F Muth•Econometrica•1961

  • The equity premium

    Open Access•Rajnish Mehra, Edward C Prescott•Journal of Monetary Economics•1985

  • Distribution of the Estimators for Autoregressive Time Series with a Unit Root

    David A Dickey, Wayne A Fuller•Journal of the American…•1979

  • Excess Volatility in the Financial Markets

    Marjorie Flavin, Marjorie A Flavin•Journal of Political Economy•1983

  • Variance Bounds Tests and Stock Price Valuation Models

    Allan W Kleidon•Journal of Political Economy•1986

Citations per year0.09
Citation span1993 - 2000 (8)
Highly citedNo

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