Contributions

  • Wachowicz, John Martin, joint author - Contributor
  • University of Illinois at Urbana-Champaign. College of Commerce and Business Administration - Contributor

Publication

1979 - College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, Urbana, Ill., Illinois

Language

English

Word Count

19,500 words, Guess

Page Count

78 pages

Identifiers

Description

"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."

Subjects

Topics

Series Statement

  • Faculty working papers -- no. 557

Reader Reviews

No reviews yet for this book.

Be the first to share your thoughts!