Shehadeh, Ali; Alwadi, Sadam M.; Almaharmeh, Mohammad I. - In: Cogent economics & finance 10 (2022) 1, pp. 1-14
across stock markets. We find a sequential pattern in outlier occurrence within individual return series, and a concurrent … pattern across stock markets. Moreover, adjusting for outlying returns leads to a decrease in standard deviation, negative … well-developed stock markets have less frequent and/or sever outliers. Overall, the results and analysis of the paper …