Investment and oil price volatility

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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Year of publication:	2011-11-21
Authors:	Narayan, Paresh Kumar ; Sharma, Susan Sunila
Institutions:	Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
Subject:	Investment \| oil price \| volatility

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Extent:	application/pdf
Series:	Financial Econometics Series.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 2011_14 1 pages long
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009366884