Global engagement and returns volatility

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Global engagement and returns volatility

This paper finds that a greater reliance on foreign market sales increases the volatility of firms’ stock returns using high-frequency data for publicly-listed Japanese manufacturing firms over the period 2000 to 2010. The two margins of global engagement we consider, namely, exports and sales via f...

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Bibliographic Details
Main Authors:	Girma, Sourafel, Lancheros, Sandra, Riaño, Alejandro
Format:	Article
Published:	Wiley 2016
Subjects:	Volatility Stock Returns Exports FDI External Finance Dependence Japan.
Online Access:	https://eprints.nottingham.ac.uk/34104/

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