Stock Return Volatility and the Determinants: An Empirical Study of the US Market
This study investigates the stock return volatility in the U.S. equity market between 2000 and 2008. Several financial characteristics, including the P/E ratio, dividend yield, trading volume, leverage effect, and firm’s size are jointly, rather than individually, employed in the analyses based upon...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2009
|
| Online Access: | https://eprints.nottingham.ac.uk/22783/ |