Investment and oil price volatility

被引:0
|
作者
Sharma, Susan Sunila [1 ]
Narayan, Paresh Kumar [1 ]
机构
[1] Deakin Univ, Sch Accounting Econ & Finance, Geelong, Vic, Australia
来源
ECONOMICS BULLETIN | 2012年 / 32卷 / 02期
关键词
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
In this note, we consider the relationship between oil price volatility and firm returns for 560 firms listed on the New York Stock Exchange Using daily time series data from 2000 to 2008, we find that oil price volatility increases firm returns for the majority of the firms in our sample,
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页码:1428 / 1433
页数:6
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