Common Stock Price Volatility Measures and Patterns

B-Tier
Journal: Journal of Financial and Quantitative Analysis
Year: 1970
Volume: 4
Issue: 5
Pages: 603-625

Authors (2)

Altman, Edward I. (New York University (NYU)) Schwartz, Robert A. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This study is another attempt to analyze the behavior of common stock prices. In the last decade, and even before that, literature has spewed forth an abundant supply of studies in this area, from random walkers, to optimum portfolioers, to performance measurers. Terms such as risk and return, variance and covariance, and variability and volatility proliferate journal pages and our daily conversations.

Technical Details

RePEc Handle
repec:cup:jfinqa:v:4:y:1970:i:05:p:603-625_01
Journal Field
Finance
Author Count
2
Added to Database
2026-01-24