Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns
Year of publication: |
2015
|
---|---|
Authors: | Hudson, Robert S. ; Gregoriou, Andros |
Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 38.2015, C, p. 151-162
|
Publisher: |
Elsevier |
Subject: | Stocks | Logarithmic returns | Simple returns | Risk | Return | Observation periods | Intraday data |
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