Data Mixed on Whether Volatility Is Rising
Robert R. Johnson
Whether or not stocks have become more volatile depends on whether a person considers volatility on a daily basis or on a monthly basis. This is the finding of an analysis of price movement among exchange-listed stocks for the period of 1926 through 2014.
American Association of Individual Investors, "Data Mixed on Whether Volatility Is Rising" (2016). In the News. 1608.