An Analysis of Changes in Aggregate Stock Market Volatility
| Author | : Frank K. Reilly |
| Publisher | : |
| Total Pages | : 92 |
| Release | : 1979 |
| ISBN-10 | : UIUC:30112062739328 |
| ISBN-13 | : |
| Rating | : 4/5 ( Downloads) |
Book Synopsis An Analysis of Changes in Aggregate Stock Market Volatility by : Frank K. Reilly
Download or read book An Analysis of Changes in Aggregate Stock Market Volatility written by Frank K. Reilly and published by . This book was released on 1979 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt: General price studies on the level of volatility for aggregate stock market have derived conflicting results. Using daily stock price changes for the period 1926-1975, the paper examines the characteristics of the distribution of daily stock price changes. Subsequently we examined changes in several measures of stock price volatility. The results indicated significant changes over time and especially in 1973-1975.
