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. 2020 Jul 9;38:101690. doi: 10.1016/j.frl.2020.101690

Fig. 2.

Fig 2

March 2020 stock return and stock return volatility.

The plot shows the relationship between monthly stock returns and daily stock return volatility for the universe of the S&P1500 firms in March 2020. Because of its extreme value, Gulfport Energy data point has been omitted from the plot (see Table 2). The data are derived from Thomson Reuters Eikon.