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Are UK Stock Prices Excessively Volatile? Trading Rules and Variance Bound Tests

The Economic JournalPublished 1 December 1989
George Bulkley, Ian Tonks
Citations64
SJR quartileQ1
SJR score5.37
SNIP2.83

Abstract

George Bulkley, Ian Tonks; Are UK Stock Prices Excessively Volatile? Trading Rules and Variance Bound Tests, The Economic Journal, Volume 99, Issue 398, 1 Decem

Keywords

Economics, Econometrics and FinanceBusiness, Management and Accounting