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Financial market volatility and primary placements

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  • Casalin, Fabrizio
  • Dia, Enzo
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Abstract

This paper studies empirically the link between financial market volatility and primary placements of stocks and bonds for the US economy. We find that the impact of volatility on primary placements is not statistically significant.

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File URL: http://www.sciencedirect.com/science/article/B6V84-4X6MSR9-1/2/3b40c2da3ba97e69d328f38d3c2ecfe2
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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 105 (2009)
Issue (Month): 3 (December)
Pages: 284-286

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Handle: RePEc:eee:ecolet:v:105:y:2009:i:3:p:284-286

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Web page: http://www.elsevier.com/locate/ecolet

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Keywords: Financial risk Primary placements;

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  1. French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987. "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, vol. 19(1), pages 3-29, September.
  2. William Schwert, G., 2002. "Stock volatility in the new millennium: how wacky is Nasdaq?," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 3-26, January.
  3. Chou, Ray Yeutien, 1988. "Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(4), pages 279-94, October-D.
  4. Huntley Schaller & Robert Chirinko, 1993. "Bubbles, Fundamentals, and Investment: A Multiple Equation Testing Strategy," Carleton Economic Papers 93-08, Carleton University, Department of Economics, revised Aug 1996.
  5. Schwert, G.W., 1988. "Business Cycles, Financial Crises And Stock Volatility," Papers 88-06, Rochester, Business - General.
  6. Olivier Blanchard & Changyong Rhee & Lawrence Summers, 1990. "The Stock Market, Profit and Investment," NBER Working Papers 3370, National Bureau of Economic Research, Inc.
  7. Lowry, Michelle, 2003. "Why does IPO volume fluctuate so much?," Journal of Financial Economics, Elsevier, vol. 67(1), pages 3-40, January.
  8. William Schwert, G., 1989. "Business cycles, financial crises, and stock volatility : Reply to Shiller," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 31(1), pages 133-137, January.
  9. Ivo Welch, 2004. "Capital Structure and Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 112(1), pages 106-131, February.
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