Ben Hamida, Nessrine - Université Paris-Dauphine
françaises durant la période 2005-2006 et testons le « risk-relevance » de ces trois mesures. Nous démontrons que la volatilité … performance and risk very differently, especially for companies with significant exposure to changes in fair values of financial … 2005 to 2006, and test the risk-relevance of these different volatility measures. We find that for the average bank, the …
