Associate Professors of Economics and Finance, Graduate School of Business Administration, New York University. Edward I. Altman was a Visiting Professor of Finance at the Center d'Enseignement Superieure des Affaires in France during the 1971–72 academic year. The authors wish to acknowledge the research assistance of Allistair Hunter Henderson, and the helpful comments of an unknown referee.
VOLATILITY BEHAVIOR OF INDUSTRIAL STOCK PRICE INDICES
Article first published online: 30 APR 2012
1973 The American Finance Association
The Journal of Finance
Volume 28, Issue 4, pages 957–971, September 1973
How to Cite
Schwartz, R. A. and Altman, E. I. (1973), VOLATILITY BEHAVIOR OF INDUSTRIAL STOCK PRICE INDICES. The Journal of Finance, 28: 957–971. doi: 10.1111/j.1540-6261.1973.tb01418.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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