Add to ORKGU.S. stocks are more volatile than stocks of similar foreign firms. A firm’s stock return volatility can be higher for reasons that contribute positively (good volatility) or negatively (bad volatility) to shareholder wealth and economic growth. We find that the volatility of U.S. firms is higher mostly because of good volatility. Specifically, stock volatility is higher in the U.S. because it increases with investor protection, stock market development, new patents, and firm-level investment in R&D. Each of these factors are related to better growth opportunities for firms and better ability to take advantage of these opportunities
Firms’ stock return volatility varies across countries, and the factors driving the volatility can c...
This paper is a review of volatility trends, factors, and relationships in U.S. equity markets, with...
This paper is a review of volatility trends, factors, and relationships in U.S. equity markets, with...
U.S. stocks are more volatile than stocks of similar foreign firms. A firm’s stock return volatility...
U.S. stocks are more volatile than stocks of similar foreign firms. A firm's stock return volatility...
We investigate why individual stocks become more volatile over the 1976-2000 period, during which qu...
We investigate why individual stocks become more volatile over the 1976-2000 period, during which qu...
This study investigates the stock return volatility in the U.S. equity market between 2000 and 2008....
According to conventional wisdom, annualized volatility of stock returns is lower over long horizons...
Using a large panel of firms across the world from 1991-2006, we show that the median foreign firm h...
The US economy has become more stable. At the same time, US firms have become more volatile. I prese...
The US economy has become more stable. At the same time, US firms have become more volatile. I prese...
With recent economic uncertainty, discussion of the volatility of the stock market is unavoidable. D...
This paper uses a disaggregated approach to study the volatility of common stocks at the market, ind...
We document that the recent decline in aggregate volatility has been accompanied by a large increase...
Firms’ stock return volatility varies across countries, and the factors driving the volatility can c...
This paper is a review of volatility trends, factors, and relationships in U.S. equity markets, with...
This paper is a review of volatility trends, factors, and relationships in U.S. equity markets, with...
U.S. stocks are more volatile than stocks of similar foreign firms. A firm’s stock return volatility...
U.S. stocks are more volatile than stocks of similar foreign firms. A firm's stock return volatility...
We investigate why individual stocks become more volatile over the 1976-2000 period, during which qu...
We investigate why individual stocks become more volatile over the 1976-2000 period, during which qu...
This study investigates the stock return volatility in the U.S. equity market between 2000 and 2008....
According to conventional wisdom, annualized volatility of stock returns is lower over long horizons...
Using a large panel of firms across the world from 1991-2006, we show that the median foreign firm h...
The US economy has become more stable. At the same time, US firms have become more volatile. I prese...
The US economy has become more stable. At the same time, US firms have become more volatile. I prese...
With recent economic uncertainty, discussion of the volatility of the stock market is unavoidable. D...
This paper uses a disaggregated approach to study the volatility of common stocks at the market, ind...
We document that the recent decline in aggregate volatility has been accompanied by a large increase...
Firms’ stock return volatility varies across countries, and the factors driving the volatility can c...
This paper is a review of volatility trends, factors, and relationships in U.S. equity markets, with...
This paper is a review of volatility trends, factors, and relationships in U.S. equity markets, with...