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Market Volatility

Author

Listed:
  • Robert J. Shiller

    (Yale University)

Abstract

Market Volatility proposes an innovative theory, backed by substantial statistical evidence, on the causes of price fluctuations in speculative markets. It challenges the standard efficient-markets model for explaining asset prices by emphasizing the significant role that popular opinion or psychology can play in price volatility. Offering detailed analyses of the stock, the bond, and the real estate markets, Shiller discusses the relations of these speculative prices and extends the analysis of speculative markets to macroeconomic activity in general.

Suggested Citation

  • Robert J. Shiller, 1992. "Market Volatility," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262691515, April.
    • Handle: RePEc:mtp:titles:0262691515
    as

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    More about this item

    Keywords

    price volatility; speculative markets; efficient-markets model;
    All these keywords.

    JEL classification:

    • E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • E6 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook

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