Why Does Stock Market Volatility Change Over Time?
收藏NBER1988-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w2798
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资源简介：
This paper analyzes the relation of stock volatility with real and nominal macroeconomic volatility, financial leverage, stock trading activity, default risk, and firm profitability using monthly data from 1857-1986. An important fact, previously noted by Officer [l973], is that stock return
提供机构：
美国国家经济研究局
创建时间：
1988-12-01
