Sentence examples for firm volatility from inspiring English sources

Work of a similar nature using the notion of Granger causality was done by Chordia, Sarkar and Subrahmanyam in 2005 [10], where it was determined the large market capitalisation firms liquidity causes smaller market capitalisation firm volatility.

With 100 firms, volatility falls to a tenth of the level in a one-firm economy; with 1m firms, it falls to a thousandth.

McCain says the firm expects volatility in 2010, but is still playing the recovery trade.

An economy now needs 22,000 firms for volatility to fall to a tenth of the level in a one-firm economy (there would never be enough firms for it to fall to a thousandth).

Over the period from 1962 to 1997 there has been a noticeable increase in firm-level volatility relative to market volatility.

On the other hand, Harvard professor Diego Comin and his colleagues, in their 2005 working paper, "The Rise in Firm-Level Volatility," did find a correlation between companies' spending on R&D and changes in industry turbulence.

But as the number of firms grows GDP volatility shrinks, because firms' shocks cancel out.

As a first step, they work out how much of each firm's implied volatility has its root in some economy-wide uncertainty.

However, the firm said market volatility that began with last summer's US sub-prime meltdown was likely to persist this year, affecting its business.

This information can help a firm predict how volatility in energy prices and availability will affect its overall operations, profits, and cash flows.

FINANCIAL TIMES Blackstone Pitches Benefits of Energy Investing  |  David Foley, the head of the energy arm of the Blackstone Group, said private equity firms were well suited to invest in oil and natural gas firms despite market volatility, Reuters reports.