DETERMINANTS OF COMMON STOCK RETURNS VOLATILITY - INTERNATIONAL COMPARISON

被引：21

作者：

COHEN, KJ

NESS, WL

OKUDA, H

SCHWARTZ, RA

WHITCOMB, DK

LONG, JB

WESTON, JF

RICE, EM

THOMADAKIS, SB

LESSARD, DR

机构：

[1] DUKE UNIV,GRAD SCH BUSINESS ADM,DURHAM,NC

[2] NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003

[3] NOMURA RES INST,MANAGEMENT SCI GRP,KAMAKURA,JAPAN

[4] NYU,SALOMON BROTHERS STR STUDY FIN INST,NEW YORK,NY 10003

[5] RUTGERS STATE UNIV,GRAD SCH BUSINESS ADM,NEW BRUNSWICK,NJ 08903

[6] SALOMON BROTHERS CTR,NEW YORK,NY

[7] UNIV ROCHESTER,ROCHESTER,NY 14627

[8] UNIV CALIF LOS ANGELES,GRAD SCH MANAGEMENT,LOS ANGELES,CA 90024

[9] CUNY, BERNARD BARUCH COLL,NEW YORK,NY 10010

[10] MIT,SLOAN SCH,CAMBRIDGE,MA 02139

来源：

JOURNAL OF FINANCE | 1976年 / 31卷 / 02期

关键词：

D O I：

10.2307/2326639

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：733 / 752

页数：20

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