Dispersion and Volatility in Stock Returns: An Empirical Investigation
收藏NBER1999-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7144
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资源简介：
This paper studies three different measures of monthly stock market volatility: the time-series volatility of daily market returns within the month; the cross-sectional volatility or 'dispersion' of daily returns on industry portfolios, relative to the market, within the month; and the dispersion of
提供机构：
美国国家经济研究局
创建时间：
1999-05-01
