Stock Return Volatility and the Determinants: An Empirical Study of the US Market

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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...

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Bibliographic Details
Main Author:	Hsu, Chia-Luan
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/22783/

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