TITLE

Has the stock market grown more volatile?

AUTHOR(S)
Laster, David; Cole, Kevin
PUB. DATE
October 1996
SOURCE
Current Issues in Economics & Finance;Oct96, Vol. 2 Issue 11, p1
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
Analyzes large daily movements in the Dow Jones Industrial Average in 1996. Analysis of market volatility in recent years; Three measures of volatility; Frequency distribution of returns; Disentanglement of volatility from price level; Frequency of fifty-point days; Impact of a higher Dow on the economy.
ACCESSION #
9707022841

 

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