Stock Volatility and the Great Depression
收藏NBER2017-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w23554
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资源简介：
Stock return volatility during the Great Depression has been labeled a volatility puzzle because the standard deviation of stock returns was two to three times higher than any other period in American history (Officer, 1973; Wilson, Sylla, and Jones; 1990). We investigate the volatility puzzle using
提供机构：
美国国家经济研究局
创建时间：
2017-07-01
