The authors' affiliations are: Cohen, Graduate School of Business Administration, Duke University; Ness and Schwartz, Graduate School of Business Administration and Salomon Brothers Center for the Study of Financial Institutions, New York University; Okuda, Management Science Group, Nomura Research Institute; Whitcomb, Graduate School of Business Administration, Rutgers University and Salomon Brothers Center. This study was part of a larger project funded by a grant from Nomura Research Institute to the Salomon Brothers Center for the Study of Financial Institutions; additional support was provided by Duke University and by NYU.
Session Topic: Finance and Industrial Organization
THE DETERMINANTS OF COMMON STOCK RETURNS VOLATILITY: AN INTERNATIONAL COMPARISON
Version of Record online: 30 APR 2012
© 1976 the American Finance Association
The Journal of Finance
Volume 31, Issue 2, pages 733–740, May 1976
How to Cite
Cohen, K. J., Ness, W. L., Okuda, H., Schwartz, R. A. and Whitcomb, D. K. (1976), THE DETERMINANTS OF COMMON STOCK RETURNS VOLATILITY: AN INTERNATIONAL COMPARISON. The Journal of Finance, 31: 733–740. doi: 10.1111/j.1540-6261.1976.tb01917.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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