Beast on Wall Street: How Stock Volatility Devours Our Wealth

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Beast on Wall Street: How Stock Volatility Devours Our Wealth - Haugen, Robert A (Introduction by)

Shows how "price-driven volatility" explains many of the mysteries associated with stock price behavior. Covers the excess volatility problem of Shiller; the equity premium puzzle of Mehra and Prescot; the private information hypothesis of French and Roll; and shows why professionals have a difficult time beating the market. Portfolio Managers, ...

Beast on Wall Street: How Stock Volatility Devours Our Wealth 1998, Prentice Hall, Upper Saddle River, NJ

ISBN-13: 9780130800787

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