haku: @author Campbell, J. Y. (et al.) / yhteensä: 1
viite: 1 / 1
« edellinen | seuraava »
| Tekijä: | Campbell, J. Y. (et al.) |
| Otsikko: | Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk |
| Lehti: | Journal of Finance
2001 : FEB, VOL. 56:1, p. 1-43 |
| Asiasana: | Volatility Financial risk Stock markets |
| Kieli: | eng |
| Tiivistelmä: | This paper uses a disaggregated approach to study the volatility of common stocks at the market, industry, and firm levels. In the 1962-1997 sample period, there is strong evidence of a positive deterministic trend in idiosyncratic firm-level volatility.It presents a statistical description rather than a structural economic model. |
« edellinen | seuraava »
SCIMA