Testing for a finite variance in stock return distributions

Return Distributions in Finance ◽

10.1016/b978-075064751-9.50007-2 ◽

2001 ◽

pp. 143-164 ◽

Author(s):

Jun Yu

Keyword(s):

Stock Return ◽

Finite Variance ◽

Return Distributions

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On Measuring Skewness and Elongation in Common Stock Return Distributions: The Case of the Market Index

The Journal of Business ◽

10.1086/296443 ◽

1988 ◽

Vol 61 (4) ◽

pp. 451 ◽

Author(s):

S. G. Badrinath ◽

Sangit Chatterjee

Keyword(s):

Stock Return ◽

Common Stock ◽

Market Index ◽

Return Distributions

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Explaining stock return distributions via an agent-based model

Nonlinear Dynamics ◽

10.1007/s11071-021-06566-1 ◽

2021 ◽

Author(s):

Shaheen Seedat ◽

Shirley Abelman

Keyword(s):

Stock Return ◽

Agent Based Model ◽

Agent Based ◽

Return Distributions

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A Data-Analytic Look at Skewness and Elongation in Common-Stock-Return Distributions

Journal of Business and Economic Statistics ◽

10.2307/1391791 ◽

1991 ◽

Vol 9 (2) ◽

pp. 223 ◽

Author(s):

S. G. Badrinath ◽

Sangit Chatterjee

Keyword(s):

Stock Return ◽

Common Stock ◽

Return Distributions ◽

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Modelling Sovereign Ratings Impacts on Stock Return Distributions within a Multivariate Regime Switching Long Memory Framework

SSRN Electronic Journal ◽

10.2139/ssrn.2136990 ◽

2012 ◽

Author(s):

Hung Xuan Do ◽

Robert Darren Brooks ◽

Sirimon Treepongkaruna ◽

Eliza Wu

Keyword(s):

Long Memory ◽

Regime Switching ◽

Stock Return ◽

Return Distributions

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How Tick Size Affects the High Frequency Scaling of Stock Return Distributions

Financial Econometrics and Empirical Market Microstructure ◽

10.1007/978-3-319-09946-0_6 ◽

2014 ◽

pp. 55-76

Author(s):

Gianbiagio Curato ◽

Fabrizio Lillo

Keyword(s):

High Frequency ◽

Stock Return ◽

Frequency Scaling ◽

Tick Size ◽

Return Distributions

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What Causes Tail Thickness in Stock Return Distributions?

SSRN Electronic Journal ◽

10.2139/ssrn.2407278 ◽

2014 ◽

Author(s):

Turan G. Bali ◽

Jian Hua ◽

Robert A. Schwartz ◽

Gregory Sipress

Keyword(s):

Stock Return ◽

Return Distributions

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Conditional Heteroskedasticity and Global Stock Return Distributions

Financial Review ◽

10.1111/j.1540-6288.1994.tb00399.x ◽

1994 ◽

Vol 29 (3) ◽

pp. 293-317 ◽

Author(s):

Vihang Errunza ◽

Kedreth Hogan ◽

Omesh Kini ◽

Prasad Padmanabhan

Keyword(s):

Stock Return ◽

Conditional Heteroskedasticity ◽

Return Distributions ◽

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STATISTICAL LAWS AND CENTRAL LIMIT THEOREM APPLICATION: STOCK RETURN DISTRIBUTIONS

Financial Valuation and Econometrics ◽

10.1142/9789814644020_0002 ◽

2015 ◽

pp. 25-41

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Stock Return ◽

Return Distributions ◽

Statistical Laws

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Behavior of international stock return distributions: A simple test of functional form

International Review of Economics & Finance ◽

10.1016/s1059-0560(96)90005-2 ◽

1996 ◽

Vol 5 (1) ◽

pp. 51-61 ◽

Author(s):

Vihang Errunza ◽

Kedreth Hogan ◽

Sumon C. Mazumdar

Keyword(s):

Stock Return ◽

Functional Form ◽

Simple Test ◽

Return Distributions

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Stock return distributions: Tests of scaling and universality from three distinct stock markets

Physical Review E ◽

10.1103/physreve.77.037101 ◽

2008 ◽

Vol 77 (3) ◽

Author(s):

Vasiliki Plerou ◽

H. Eugene Stanley

Keyword(s):

Stock Markets ◽

Stock Return ◽

Scaling And Universality ◽

Return Distributions

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