Stock returns and volatility: a firm level analysis

dc.contributor.author	Μπαλασοπούλου, Ελένη
dc.date.accessioned	2006-04-03T12:24:13Z
dc.date.available	2005-11-23T11:14:36Z
dc.date.issued	2005-12-23T11:14:36Z
dc.identifier.uri	https://dione.lib.unipi.gr/xmlui/handle/unipi/597
dc.description.abstract	In this paper has been examined the relation between stock returns and volatility of these stock returns as far as individual firms are concerned. Also, it has been examined this relation for firms in both a mature and an emerging financial market, Japan and Korea respectively. The model that I has been used, in order to come to some conclusions, was Duffee’s proposed method (1995). The results have been confirmed as for the strong positive contemporaneous relation between firm stock returns and stock return volatility. Also, they have been drowned interesting conclusions about firm stocks listed on different indices of market capitalization.
dc.format.mimetype	application/pdf
dc.language.iso	el
dc.rights	Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 4.0 Διεθνές
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/deed.el
dc.subject	Stock exchanges
dc.subject	Stocks
dc.subject	Prices
dc.title	Stock returns and volatility: a firm level analysis
dc.type	Master Thesis
europeana.isShownAt	https://dione.lib.unipi.gr/xmlui/handle/unipi/597
europeana.type	IMAGE
dc.format.bytes	532506 bytes
dc.identifier.call	332.63 ΜΠΑ

Except where otherwise noted, this item's license is described as
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 4.0 Διεθνές