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- Title
Common Stock Price Volatility Measures and Patterns.
- Authors
Altman, Edward I.; Schwartz, Robert A.
- Abstract
This study is another attempt to analyze the behavior of common stock prices. In the last decade, and even before that, literature has spewed forth an abundant supply of studies in this area, from random walkers, to optimum portfolioers, to performance measurers. Terms such as risk and return, variance and covariance, and variability and volatility proliferate journal pages and our daily conversations.
- Subjects
STOCK prices; MARKET volatility; RANDOM walks; RATE of return; RISK assessment; TIME series analysis
- Publication
Journal of Financial & Quantitative Analysis, 1970, Vol 4, Issue 5, p603
- ISSN
0022-1090
- Publication type
Article
- DOI
10.2307/2330116