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Market Volatility

Version
v0
Resource Type
Dataset : survey data
Creator
  • Shiller, Robert J. (Yale University)
Other Title
  • Archival Version (Subtitle)
Publication Date
1996-01-03
Language
English
Free Keywords
markets
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
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
  • 1014 (Type: ICPSR Study Number)
Relations
  • Is previous version of
    DOI: 10.3886/ICPSR01014.v1
Publications
  • Campbell, John Y., Shiller, Robert J.. The dividend ratio model and small sample bias: A Monte Carlo study. Economics Letters.29, (4), 325-331.1989.
    • ID: 10.1016/0165-1765(89)90211-5 (DOI)
  • Case, Karl E.. The efficiency of the market for single family homes. American Economic Review.79, (1), 125-137.1989.
  • Shiller, Robert J.. Comovements in stock prices and comovements in dividends. Journal of Finance.44, (3), 719-729.1989.
    • ID: http://www.jstor.org/stable/2328779 (URL)
  • Shiller, Robert J.. Market Volatility. Cambridge: M.I.T. Press. 1989.
  • Shiller, Robert J.. Fashions, Fads and Bubbles in Financial Markets. Knights, Raiders, and Targets: The Impact of the Hostile Takeover.New York, NY: Oxford University Press. 1988.
  • Shiller, Robert J.. The probability of gross violations of a present value variance inequality. Journal of Political Economy.96, (5), 1089-1092.1988.
    • ID: 10.1086/261577 (DOI)
  • Campbell, John Y., Shiller, Robert J.. Cointegration and tests of present value models. Journal of Political Economy.95, (5), 1062-1088.1987.
    • ID: 10.1086/261502 (DOI)
  • Shiller, Robert J.. Ultimate sources of aggregate variability. American Economic Review.77, (2), 87-92.1987.
  • Shiller, Robert J.. Stock prices and social dynamics. Brookings Papers on Economic Activity.(2), 457-498.1984.
    • ID: http://www.jstor.org/stable/2534436 (URL)
  • Grossman, Sanford J., Shiller, Robert J.. The determinants of the variability of stock market prices. American Economic Review.71, (2), 222-227.1981.
  • Shiller, Robert J.. Do stock prices move too much to be justified by subsequent changes in dividends?. American Economic Review.71, (3), 421-436.1981.
  • Shiller, Robert J.. The use of volatility measures in assessing market efficiency. Journal of Finance.36, (2), 291-304.1981.
    • ID: http://www.jstor.org/stable/2327010 (URL)
  • Shiller, Robert J.. The volatility of long-term interest rates and expectations models of the term structure. Journal of Political Economy.87, (6), 1190-1219.1979.
    • ID: 10.1086/260832 (DOI)
  • Shiller, Robert J., Siegel, Jeremy J.. The Gibson Paradox and historical movements in real interest rates. Journal of Political Economy.85, (5), 891-907.1977.
    • ID: 10.1086/260614 (DOI)

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

Shiller, Robert J. (1996): Market Volatility. Archival Version. Version: v0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/ICPSR01014