Dispersion and Volatility in Stock Returns: An Empirical Investigation
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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
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美国国家经济研究局创建时间：
1999-05-01
