✦ LIBER ✦

Testing for differences in the tails of stock-market returns

✍ Scribed by Eric Jondeau; Michael Rockinger

Book ID: 117628183
Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 210 KB
Volume: 10
Category: Article
ISSN: 0927-5398
DOI: 10.1016/s0927-5398(03)00005-7

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the computation of returns in tests o

On the computation of returns in tests of the stock market overreaction hypothesis

✍ Gishan Dissanaike 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 671 KB

The use of stock market returns in antit

The use of stock market returns in antitrust analysis of mergers

✍ Robert H. McGuckin; Fredrick R. Warren-Boulton; Peter Waldstein 📂 Article 📅 1992 🏛 Springer US 🌐 English ⚖ 679 KB

One of the most promising recent innovations in merger analysis has been the attempt to predict the effects of horizontal mergers by examining the share prices of the rivals to the merging firms. In this paper we describe the standard procedure, discuss some of the major criticisms of that procedure

Testing for unit root bilinearity in the

Testing for unit root bilinearity in the Brazilian stock market

✍ Benjamin M. Tabak 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 153 KB

Stock Market Returns and Economic Fundam

Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea

✍ FANGXIONG GONG; ROBERTO S. MARIANO 📂 Article 📅 1997 🏛 Springer 🌐 English ⚖ 156 KB

Limits of scaling in the statistics of r

Limits of scaling in the statistics of returns in stock market indices

✍ J. Kertesz; L. Kullmann; K. Kimmo; J. Tolyi 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 27 KB

Chaotic behavior in national stock marke

Chaotic behavior in national stock market indices: New evidence from the close returns test

✍ Michael D McKenzie 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 511 KB