Showing 1 - 10 of 103
Persistent link: https://www.econbiz.de/10001235329
Persistent link: https://www.econbiz.de/10001418356
Persistent link: https://www.econbiz.de/10009303929
In this paper, we investigate the adequacy of scaling, a method frequently used in estimation of standard deviation of stock returns. Scaling is based on the assumption that standard deviation is proportional to the square root of the length of the time interval of the sample (for example daily,...
Persistent link: https://www.econbiz.de/10008549843
the hypothesis of the efficient-market theory, even in its weak form. Another finding, as regards the macroeconomic …
Persistent link: https://www.econbiz.de/10005808639
Persistent link: https://www.econbiz.de/10001203236
Persistent link: https://www.econbiz.de/10000485194
Persistent link: https://www.econbiz.de/10000700519
Persistent link: https://www.econbiz.de/10000768071
Persistent link: https://www.econbiz.de/10000769823