𝔖 Bobbio Scriptorium
✦   LIBER   ✦

US elections and monthly stock market returns

✍ Scribed by Steven T. Jones; Kevin Banning

Book ID
107620853
Publisher
Springer US
Year
2008
Tongue
English
Weight
179 KB
Volume
33
Category
Article
ISSN
1055-0925

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Intraday dynamics of stock market return
Intraday dynamics of stock market returns and volatility
✍ Faruk SelΓ§uk; Ramazan GenΓ§ay πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 497 KB

This paper provides new empirical evidence for intraday scaling behavior of stock market returns utilizing a 5 min stock market index (the Dow Jones Industrial Average) from the New York Stock Exchange. It is shown that the return series has a multifractal nature during the day. In addition, we show

The Peso problem hypothesis and stock ma
The Peso problem hypothesis and stock market returns
✍ Pietro Veronesi πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 492 KB

The Peso problem hypothesis has often been advocated in the ΓΏnancial literature to explain the historically puzzlingly high risk premium of stock returns. Using a dynamic model of learning, this paper shows that the implications of the Peso problem hypothesis are much more far reaching than the ones