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Stock returns and volatility: a firm-level analysis

Article Abstract:

The relationship between corporate stock rates of return and corporate stock return volatility is discussed.

Author: Duffee, Gregory R.
Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 1995
Debt & Capital Management, Statistical Data Included, Evaluation, Stocks, Corporations, Financial management, Return on investment, Rate of return

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Stock and bond market interaction: does momentum spill over?

Article Abstract:

The impact of trading behavior on security returns is examined.

Author: Swaminathan, Bhaskaran, Gebhardt, William R., Hvidkjaer, Soeren
Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2005
Science & research, Research, Externalities (Economics), Equity (Finance)

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Subjects list: United States, Analysis, Securities
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