Financial Market Volatility and the Implications for Market Regulation : A Survey /

Volatility in financial markets has forced economists to reexamine the validity of the efficient markets hypothesis, and new empirical approaches have been applied to the study of this important issue in recent years. Many of the recent studies have found evidence of excessive volatility. In the aft...

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Главный автор: Scott, Louis
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 1990.
Серии:IMF Working Papers; Working Paper ; No. 1990/112
Online-ссылка:Full text available on IMF