Abstract
The Journal of FinanceVolume 31, Issue 2 p. 733-740 Session Topic: Finance and Industrial Organization THE DETERMINANTS OF COMMON STOCK RETURNS VOLATILITY: AN INTERNATIONAL COMPARISON Kalman J. Cohen, Kalman J. CohenSearch for more papers by this authorWalter L. Ness Jr., Walter L. Ness Jr.Search for more papers by this authorHitoshi Okuda, Hitoshi OkudaSearch for more papers by this authorRobert A. Schwartz, Robert A. SchwartzSearch for more papers by this authorDavid K. Whitcomb, David K. WhitcombThe authors' affiliations are: Cohen, Graduate School of Business Administration, Duke University; Ness and Schwartz, Graduate School of Business Administration and Salomon Brothers Center for the Study of Financial Institutions, New York University; Okuda, Management Science Group, Nomura Research Institute; Whitcomb, Graduate School of Business Administration, Rutgers University and Salomon Brothers Center. This study was part of a larger project funded by a grant from Nomura Research Institute to the Salomon Brothers Center for the Study of Financial Institutions; additional support was provided by Duke University and by NYU.Search for more papers by this author Kalman J. Cohen, Kalman J. CohenSearch for more papers by this authorWalter L. Ness Jr., Walter L. Ness Jr.Search for more papers by this authorHitoshi Okuda, Hitoshi OkudaSearch for more papers by this authorRobert A. Schwartz, Robert A. SchwartzSearch for more papers by this authorDavid K. Whitcomb, David K. WhitcombThe authors' affiliations are: Cohen, Graduate School of Business Administration, Duke University; Ness and Schwartz, Graduate School of Business Administration and Salomon Brothers Center for the Study of Financial Institutions, New York University; Okuda, Management Science Group, Nomura Research Institute; Whitcomb, Graduate School of Business Administration, Rutgers University and Salomon Brothers Center. This study was part of a larger project funded by a grant from Nomura Research Institute to the Salomon Brothers Center for the Study of Financial Institutions; additional support was provided by Duke University and by NYU.Search for more papers by this author First published: May 1976 https://doi.org/10.1111/j.1540-6261.1976.tb01917.xCitations: 22 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume31, Issue2May 1976Pages 733-740 RelatedInformation
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