relation has roots in fundamentals as higher market risk predicts greater idiosyncratic earnings volatility and as firm …

stock price volatility. Furthermore, financial risk has declined over the last three decades indicating that any upward … trend in equity volatility was driven entirely by economic risk factors. This explains why financial distress (as opposed to … volatility reached unprecedented highs …

U.S. stocks are more volatile than stocks of similar foreign firms. A firm's stock return volatility can be higher for … reasons that contribute positively (good volatility) or negatively (bad volatility) to shareholder wealth and economic growth …. We find that the volatility of U.S. firms is higher mostly because of good volatility. Specifically, firm stock …