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Has the stock market grown more volatile?

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  • Kevin Cole
  • David S. Laster

Abstract

The record number of fifty-point daily moves in the Dow Jones Industrial Average in 1996--forty-five in the first three quarters alone--has attracted considerable media attention. An analysis traces this phenomenon to two basic causes: the record level of the Dow and the return of price volatility to post-World War II norms following several years of low volatility.

Suggested Citation

  • Kevin Cole & David S. Laster, 1996. "Has the stock market grown more volatile?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 2(Oct).
    • Handle: RePEc:fip:fednci:y:1996:i:oct:n:v.2no.11
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    Keywords

    Stock market; Stock - Prices;

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