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Investment and oil price volatility

Version 2 2024-06-04, 01:22
Version 1 2018-03-09, 15:59
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posted on 2024-06-04, 01:22 authored by PK Narayan, Susan SharmaSusan Sharma
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.

History

Pagination

1-11

Language

eng

Notes

School working paper (Deakin University. School of Accounting, Economics and Finance) ; 2011/14 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.

Publication classification

CN.1 Other journal article

Copyright notice

2011, The Authors

Publisher

Deakin University, School of Accounting, Economics and Finance

Place of publication

Geelong, Vic.

Series

School Working Paper - Financial Econometrics Series ; SWP 2011/15

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    Keywords

    Investment oil price volatilityRePEc:dkn:ecomet:fe_2011_14

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    All Rights Reserved

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