𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Changes in REIT Structure and Stock Performance: Evidence from the Monday Stock Anomaly

✍ Scribed by Su Han Chan; Wai-Kin Leung; Ko Wang

Book ID
110760810
Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
153 KB
Volume
33
Category
Article
ISSN
1080-8620

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Multiple structural changes in the tail
Multiple structural changes in the tail behavior: Evidence from stock index futures returns
✍ C.-H. Lin; T.-C. Kao πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 305 KB

The study provides an approach of nonlinear analysis for detecting multiple structural changes in the tails of financial returns distributions. The proposed approach can simultaneously determine the number of structural breaks in a series of tail-indexes and estimate the mean tail-index levels in di