The Rise in Firm-Level Volatility: Causes and Consequences

16 Pages Posted: 7 Nov 2008

See all articles by Diego Comin

Diego Comin

New York University (NYU) - Department of Economics; National Bureau of Economic Research (NBER)

Thomas Philippon

New York University (NYU) - Department of Finance; National Bureau of Economic Research (NBER)

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Date Written: January 2005

Abstract

We study the increase in firm level risk and how it relates to the decrease in aggregate risk [..]

Suggested Citation

Comin, Diego and Philippon, Thomas, The Rise in Firm-Level Volatility: Causes and Consequences (January 2005). NYU Working Paper No. SC-CFE-05-01. Available at SSRN: https://ssrn.com/abstract=1297089

Diego Comin

New York University (NYU) - Department of Economics ( email )

269 Mercer Street, 7th Floor
New York, NY 10011
United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

Thomas Philippon

New York University (NYU) - Department of Finance ( email )

Stern School of Business
44 West 4th Street
New York, NY 10012-1126
United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

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