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|Title:||An analysis of changes in aggregate stock market volatility / BEBR No.557|
|Author(s):||Reilly, Frank K.; Wachowicz, John Martin, joint author.|
|Contributor(s):||University of Illinois at Urbana-Champaign. College of Commerce and Business Administration.|
|Subject(s):||Stocks -- Prices.|
|Issue Date:||Apr 5 1979|
|Publisher:||[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,|
|Series/Report:||Faculty working papers ; no. 557|
|Description:||Includes bibliographical references.
"General price studies on the level of volatility for aggregate stock market have derived conflicting results. Using daily stock price changes for the period 1926-1975, the paper examines the characteristics of the distribution of daily stock price changes. Subsequently we examined changes in several measures of stock price volatility. The results indicated significant changes over time and especially in 1973-1975."
|Rights Information:||In copyright. Digitized with permission of the University of Illinois Board of Trustees. Contact email@example.com for information.
Copyright Apr 5 1979 Board of Trustees University of Illinois.
|Date Available in IDEALS:||2011-09-15|
|Identifier in Online Catalog:||353469|
This item appears in the following Collection(s)
Research publications from the University of Illinois at Urbana-Champaign
Research Publications from UIUC
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