Showing 1 - 10 of 198
Persistent link: https://www.econbiz.de/10011377289
Persistent link: https://www.econbiz.de/10010508058
Persistent link: https://www.econbiz.de/10011589910
Persistent link: https://www.econbiz.de/10011816847
Persistent link: https://www.econbiz.de/10012130837
We plot aggregated daily stock returns with absolute value less than x against x and show empirically that this produces a typical spoon-shaped pattern which indicates a special type of asymmetry which has not been discussed before. This pattern disappears when individual returns are averaged; it...
Persistent link: https://www.econbiz.de/10011444114
Persistent link: https://www.econbiz.de/10011480313
Persistent link: https://www.econbiz.de/10011589735
Persistent link: https://www.econbiz.de/10011816827
Persistent link: https://www.econbiz.de/10012521005