Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period
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Cited by:
- Brown, William Jr. & Burdekin, Richard C.K. & Weidenmier, Marc D., 2006.
"Volatility in an era of reduced uncertainty: Lessons from Pax Britannica,"
Journal of Financial Economics, Elsevier, vol. 79(3), pages 693-707, March.
- William O. Brown & Richard C. K. Burdekin & Marc D. Weidenmier, 2005. "Volatility in an Era of Reduced Uncertainty: Lessons from Pax Britannica," NBER Working Papers 11319, National Bureau of Economic Research, Inc.
- Acemoglu, Daron & Johnson, Simon & Robinson, James & Thaicharoen, Yunyong, 2003.
"Institutional causes, macroeconomic symptoms: volatility, crises and growth,"
Journal of Monetary Economics, Elsevier, vol. 50(1), pages 49-123, January.
- Acemoglu, Daron & Johnson, Simon & Robinson, James A. & Thaicharoen, Yunyong, 2002. "Institutional Causes, Macroeconomic Symptoms: Volatility, Crises and Growth," CEPR Discussion Papers 3575, C.E.P.R. Discussion Papers.
- Acemoglu, Daron & Johnson, Simon & Robinson, James A., 2002. "Institutional Causes, Macroeconomic Symptoms: Volatility, Crises and Growth," CEPR Discussion Papers 3537, C.E.P.R. Discussion Papers.
- Daron Acemoglu & Simon Johnson & James Robinson & Yunyong Thaicharoen, 2002. "Institutional Causes, Macroeconomic Symptoms: Volatility, Crises and Growth," NBER Working Papers 9124, National Bureau of Economic Research, Inc.
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- Sam Hak Kan Tang & Nicolaas Groenewold & Charles Ka Yui Leung, 2003. "Institutions, Technical Change and Macroeconomic Volatility, Crises and Growth: A Robust Causation," Economics Discussion / Working Papers 03-21, The University of Western Australia, Department of Economics.
- Tavares, José & Leitão, Diogo & Pereira, Jaime & Pereira Dos Santos, Joao, 2019. "The War Next Door and the Reds are Coming: The Spanish Civil War and the Portuguese Stock Market," CEPR Discussion Papers 13990, C.E.P.R. Discussion Papers.
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More about this item
Keywords
Stock price volatility; Political uncertainty; Worker militancy; Great depression;All these keywords.
JEL classification:
- E66 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General Outlook and Conditions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- N12 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations - - - U.S.; Canada: 1913-
- N14 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations - - - Europe: 1913-
- N22 - Economic History - - Financial Markets and Institutions - - - U.S.; Canada: 1913-
- N24 - Economic History - - Financial Markets and Institutions - - - Europe: 1913-
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2003-03-14 (Corporate Finance)
- NEP-FMK-2003-03-14 (Financial Markets)
- NEP-MAC-2003-03-17 (Macroeconomics)
- NEP-RMG-2003-03-14 (Risk Management)
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