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

Resource Type
Dataset : survey data
  • Poterba, James (National Bureau of Economic, Research, Inc.)
  • Schwert, William (University of Rochester)
Other Title
  • Version 1 (Subtitle)
Publication Date
Free Keywords
stock market conditions; stock markets; stock prices
  • 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


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

This study is freely available to the general public via web download.
Alternative Identifiers
  • 1009 (Type: ICPSR Study Number)
  • (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. Version 1. Version: v1. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset.