THE DETERMINANTS OF COMMON STOCK RETURNS VOLATILITY: AN INTERNATIONAL COMPARISON

Kalman J. Cohen, Walter L. Ness Jr., Hitoshi Okuda, Robert A. Schwartz, David K. Whitcomb

The Journal of Finance · 1976 · Volume 31 · Issue 2

DOI: 10.1111/j.1540-6261.1976.tb01917.x

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