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Uncertainty and the comparative dynamics of stock price

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  • Barney, L. Jr.

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  • Barney, L. Jr., 1997. "Uncertainty and the comparative dynamics of stock price," International Review of Economics & Finance, Elsevier, vol. 6(4), pages 405-419.
    • Handle: RePEc:eee:reveco:v:6:y:1997:i:4:p:405-419
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    References listed on IDEAS

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    1. Boquist, John A & Racette, George A & Schlarbaum, Gary G, 1975. "Duration and Risk Assessment for Bonds and Common Stocks," Journal of Finance, American Finance Association, vol. 30(5), pages 1360-1365, December.
    2. Bierwag, G O, 1978. "Measures of Duration," Economic Inquiry, Western Economic Association International, vol. 16(4), pages 497-507, October.
    3. Caputo, Michael R., 1990. "How to do comparative dynamics on the back of an envelope in optimal control theory," Journal of Economic Dynamics and Control, Elsevier, vol. 14(3-4), pages 655-683, October.
    4. Mortensen, Dale T, 1973. "Generalized Costs of Adjustment and Dynamic Factor Demand Theory," Econometrica, Econometric Society, vol. 41(4), pages 657-665, July.
    5. van Schijndel, Geert-Jan C. Th., 1986. "Dynamic results of financial leverage clienteles," European Journal of Operational Research, Elsevier, vol. 25(1), pages 90-97, April.
    6. Jensen, Michael C. & Meckling, William H., 1976. "Theory of the firm: Managerial behavior, agency costs and ownership structure," Journal of Financial Economics, Elsevier, vol. 3(4), pages 305-360, October.
    7. Silberberg, Eugene, 1971. "The le chatelier principle as a corollary to a generalized envelope theorem," Journal of Economic Theory, Elsevier, vol. 3(2), pages 146-155, June.
    8. Michael R. Caputo, 1990. "Comparative Dynamics via Envelope Methods in Variational Calculus," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 57(4), pages 689-697.
    9. L. Dwayne Barney & Harry White, 1986. "The Optimal Mortgage Payment Path Under Price Uncertainty," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 14(3), pages 406-413, September.
    10. Treadway, Arthur B, 1971. "The Rational Multivariate Flexible Accelerator," Econometrica, Econometric Society, vol. 39(5), pages 845-855, September.
    11. David Durand, 1957. "Growth Stocks And The Petersburg Paradox," Journal of Finance, American Finance Association, vol. 12(3), pages 348-363, September.
    12. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    13. Silberberg, Eugene, 1974. "A revision of comparative statics methodology in economics, or, how to do comparative statics on the back of an envelope," Journal of Economic Theory, Elsevier, vol. 7(2), pages 159-172, February.
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