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Market volatility

Market volatility (5회 대출)

자료유형
단행본
개인저자
Shiller, Robert J.
서명 / 저자사항
Market volatility / Robert J. Shiller.
발행사항
Cambridge, Mass. :   MIT Press,   c1989.  
형태사항
xiv, 464 p. : ill. ; 24 cm.
ISBN
026219290X
일반주기
Includes index  
서지주기
Includes bibliographical references.
일반주제명
Stocks --Prices. Stock exchanges. Bonds --Prices. Real property --Prices.
비통제주제어
Securities markets,,
000 00818camuuu200289 a 4500
001 000000616086
005 19981117164017.0
008 890315s1989 maua b 001 0 eng
010 ▼a 89032028 //r95
020 ▼a 026219290X
040 ▼a DLC ▼c DLC ▼d UKM ▼d 211009
049 1 ▼l 412693442
050 0 0 ▼a HG4636 ▼b .S49 1989
082 0 0 ▼a 332.6/42 ▼2 20
090 ▼a 332.642 ▼b S556m
100 1 ▼a Shiller, Robert J.
245 1 0 ▼a Market volatility / ▼c Robert J. Shiller.
260 ▼a Cambridge, Mass. : ▼b MIT Press, ▼c c1989.
300 ▼a xiv, 464 p. : ▼b ill. ; ▼c 24 cm.
500 ▼a Includes index
504 ▼a Includes bibliographical references.
650 0 ▼a Stocks ▼x Prices.
650 0 ▼a Stock exchanges.
650 0 ▼a Bonds ▼x Prices.
650 0 ▼a Real property ▼x Prices.
653 0 ▼a Securities markets

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 332.642 S556m 등록번호 412693442 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차


CONTENTS
Preface = xi
Acknowledgments = xiii
Introduction = 1
Ⅰ Basic Issues and Alternative Models = 7
 1 Stock Prices and Social Dynamics [reprinted with minor editing from Brookings Papers on Economic Activity 2 (1984) : 457-498] = 7
 2 Fashions, Fads, and Bubbles in Financial Markets [reprinted with minor editing from Knights, Raiders and Targets, edited by J. Coffee, S. Ackerman, and L. Lowenstein, 1988, Oxford : Oxford University Press, 56-68] = 49
Ⅱ The Stock Market = 69
 3 Overview = 71
 4 Stock Market Volatility : An Introductory Survey = 77
 5 Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends? [reprinted with minor editing from American Economic Review 71 (1981) : 421-4351 = 105
 6 The Use of Volatility Measures in Assessing Market Efficiency [reprinted with minor editing from Journal of Finance 36 (1981) : 291-304] = 131
 7 The Probability of Gross Violations of a Present Value Variance Inequality [reprinted with minor editing from journal of Political Economy 96 (1988) : 1089-10921 = 149
 8 Stock Prices, Earnings, and Expected Dividends [reprinted with minor editing from Journal of Finance 43 (1988) : 661-676] / with John Y. Campbell = 153
 9 The Dividend Ratio Model and Small Sample Bias : A Monte Carlo Study [reprinted with minor editing from Economics Letters 29 (1989) : 325-331] / with John Y. Campbell = 174
 10 Comovements in Stock Prices and Comovements in Dividends [reprinted with minor editing from Journal of Finance 44 (1989) : 719-729] = 183
 11 Factors and Fundamentals = 197
Ⅲ The Bond Market = 215
 12 Overview = 217
 13 Bond Market Volatility : An Introductory Survey = 219
 14 The Gibson Paradox and Historical Movements in Real Interest Rates [reprinted with minor editing from Journal of Political Economy 85 (1977) : 891-907] / with Jeremy J. Siegel = 237
 15 The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure [reprinted with minor editing from Journal of Political Economy 87 (1979) : 1190-1219] = 256
 16 Cointegration and Tests of Present Value Models [reprinted with minor editing from Journal of Political Economy 95 (1987) : 1062-1088] / with John Y. Campbell = 288
Ⅳ The Real Estate Market = 317
 17 Overview = 319
 18 The Efficiency of the Market for Single Family Homes [reprinted with minor editing from American Economic Review 79 (1989) : 125-137] / with Karl E. Case = 322
Ⅴ The Aggregate Economy = 343
 19 Overview = 345
 20 Ultimate Sources of Aggregate Variability [reprinted with minor editing from American Economic Review 77 (1987) : 87-92] = 350
 21 The Detenninants of the Variability of Stock Market Prices [reprinted with minor editing from American Economic Review 71 (1981) : 222-227] / with Sanford J. Grossman = 359
Ⅵ Popular Models and Investor Behavior = 369
 22 Overview = 371
 23 Investor Behavior in the October 1987 Stock Market Crash : Survey Evidence = 379
 24 The Behavior of Home Buyers in Boom and Post-Boom Markets [reprinted with minor editing from New England Economic Review (1988) : 29-46] / with Karl E. Case = 403
 25 Concluding Notes = 431
 26 Data Series = 439
Author Index = 447
Subject Index = 453


관련분야 신착자료

Schiller, Maurece (2022)