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Persistence of Volatility and Stock Market Fluctuations, and Expected Stock Returns and Volatility

Version
v0
Resource Type
Dataset : survey data
Creator
  • Poterba, James (National Bureau of Economic, Research, Inc.)
  • Schwert, William (University of Rochester)
Other Title
  • Archival Version (Subtitle)
Publication Date
1996-01-03
Language
English
Free Keywords
stock market conditions; stock markets; stock prices
Description
  • Abstract

    These data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.
  • Table of Contents

    Datasets:

    • DS1: Dataset
Collection Mode
  • These data were shared by Poterba, Schwert, et al., for the cited publications.

Availability
Delivery
This version of the study is no longer available on the web. If you need to acquire this version of the data, you have to contact ICPSR User Support (help@icpsr.umich.edu).
Alternative Identifiers
  • 1009 (Type: ICPSR Study Number)
Relations
  • Is previous version of
    DOI: 10.3886/ICPSR01009.v1
Publications
  • (author unknown). Tax loss carryforwards and corporate tax incentives. Taxes and Capital Formation.Chicago, IL: University of Chicago Press. 1987.
  • French, Ken, Schwert, William, Stambaugh, Robert. Expected stock returns and volatility. Journal of Financial Economics.19, (1), 3-29.1987.
    • ID: 10.1016/0304-405X(87)90026-2 (DOI)
  • Poterba, James M.. Tax evasion and capital gains taxation. American Economic Review.77, (2), 234-239.1987.
  • Poterba, James M., Rotemberg, Julio J., Summers, Lawrence H.. A tax based test of nominal rigidities. American Economic Review.76, (4), 659-675.1986.
  • Poterba, James M., Summers, Lawrence H.. The persistence of volatility and stock market fluctuations. American Economic Review.76, (5), 1142-1151.1986.
  • Poterba, James M., Summers, Lawrence H.. Dividend taxes, corporate investment, and 'Q'. Journal of Public Economics.22, (2), 135-167.1983.
    • ID: 10.1016/0047-2727(83)90063-4 (DOI)

Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15

Poterba, James; Schwert, William (1996): Persistence of Volatility and Stock Market Fluctuations, and Expected Stock Returns and Volatility. Archival Version. Version: v0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/ICPSR01009