Bartram is with Warwick Business School; Brown is with the Kenan-Flagler Business School, The University of North Carolina at Chapel Hill; and Stulz is with the Fisher College of Business, The Ohio State University, NBER, and ECGI. The authors are grateful for comments from Geert Bekaert, Hendrik Bessembinder, Gian Luca Clementi, Nuno Fernandes, Cam Harvey, Patrick Kelly, Christian Lundblad, David MacLean, Richard Roll, Omid Sabbaghi, and Piet Sercu as well as from seminar participants at the American Finance Association Meetings, European Finance Meetings, the 2009 FIRS Conference, HEC-Paris, The University of Calgary, The University of North Carolina, UCLA, and the University of South Florida. Financial support by Inquire United Kingdom is gratefully acknowledged. William Waller provided excellent research assistance.
Why Are U.S. Stocks More Volatile?
Article first published online: 19 JUL 2012
© 2012 The American Finance Association
The Journal of Finance
Volume 67, Issue 4, pages 1329–1370, August 2012
How to Cite
BARTRAM, S. M., BROWN, G. and STULZ, R. M. (2012), Why Are U.S. Stocks More Volatile?. The Journal of Finance, 67: 1329–1370. doi: 10.1111/j.1540-6261.2012.01749.x
- Issue published online: 19 JUL 2012
- Article first published online: 19 JUL 2012
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