Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.21/1426
Título: Industry concentration and market volatility
Autor: Miralles Marceloa, José Luis
Miralles Quirósa, José Luis
Martins, José Luís
Palavras-chave: Industry concentration
Volatility
European stock markets
Data: Jul-2011
Resumo: In this paper our aim is to gain a better understanding of the relationship between market volatility and industrial structure. As conflicting results have been documented regarding the relationship between market industry concentration and market volatility, this study investigates this relationship in the time series. We have found that this relationship is only significant and positive for Spain. Our results suggest that we cannot generalize across different countries that market industrial structure (concentration) is a significant factor in explaining market volatility.
Peer review: yes
URI: http://hdl.handle.net/10400.21/1426
Aparece nas colecções:ISCAL - Comunicações

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