Historical Survey of Randomness of Asset Prices

IR Web Site

Bibliographic Information

Other Title
  • 資産価格のランダム性に関する歴史的考察
  • シサン カカク ノ ランダムセイ ニ カンスル レキシテキ コウサツ

Search this article

Description

It seems that 'history repeats itself in asset markets. 　This paper surveys. the history of asset price movements. Part I reviews the bubble of Japanese asset markets in the late eighties, Part II touches upon the random character of prices, Part III reviews the bulb and the bubble of European countries in the seventeenth and eighteenth centuries, Part IV traces the speculative price movement in the post-war US stock market, and Part V takes a general view on the Black Monday in 1987.

Journal

Details 詳細情報について

Report a problem

Back to top