𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the scaling of the distribution of daily price fluctuations in the Mexican financial market index

✍ Scribed by Léster Alfonso; Ricardo Mansilla; César A. Terrero-Escalante

Book ID
113849416
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
369 KB
Volume
391
Category
Article
ISSN
0378-4371

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The daily distribution of changes in the
The daily distribution of changes in the price of stock index futures
✍ Edward A. Dyl; Edwin D. Maberly 📂 Article 📅 1986 🏛 John Wiley and Sons 🌐 English ⚖ 592 KB

any empirical studies of daily returns on common stocks and other financial M assets in United States markets have reported daily. patterns that are seemingly inexplicable (Cross, 1973, French, 1980, Gibbons and Hess, 1981 and Keim and Stambaugh, 1984). Recently, Jaffe and Westerfield (1985) report