J. Bradford DeLong and Richard Grossman (1992), "Excess Volatility on the London Stock Market, 1870-1990"
J. Bradford DeLong and Richard Grossman (1992), "Excess Volatility on the London Stock Market, 1870-1990" (Cambridge, MA: Harvard University Department of Economics).
http://www.j-bradford-delong.net/pdf_files/London_Volatility.pdf
