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Japanese stock price reactions to stock dividend distributions

Dhatt, Manjeet S. - In: Pacific-Basin finance journal 2 (1994) 1, pp. 43-59

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The role of stock dividends in Korea

Dhatt, Manjeet S. - In: Global finance journal 8 (1997) 2, pp. 295-308

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Seasoned equity issues : the Korean experience

Dhatt, Manjeet S. - In: Pacific-Basin finance journal 4 (1996) 1, pp. 31-43

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Mean reversion of abnormal stock returns

Mukherji, Sandip - In: The journal of wealth management 14 (2011/12) 4, pp. 122-129

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Asymmetric mean reversion of stock returns

Mukherji, Sandip - In: American journal of finance and accounting 7 (2022) 1, pp. 53-70

This study investigates asymmetric mean reversion in the real returns of large- and small-cap US stocks for one- to ten-year periods. The return distributions are estimated with 1,000 random block bootstraps of 240-month returns from 1926-2017. Large-cap stock returns show significant asymmetric...

Persistent link: https://www.econbiz.de/10014285874

Predicting stock market returns with time-varying models and parameters

Mukherji, Sandip; Jeong, Jin-Gil; Kundagrami, Nilotpol - In: The journal of wealth management 19 (2017) 4, pp. 72-84

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Flexible optimal models for predicting stock market returns

Jeong, Jin-Gil; Mukherji, Sandip - In: The international journal of business and finance … 12 (2018) 2, pp. 39-48

Persistent link: https://www.econbiz.de/10011926721

Do Dow stocks offer a value premium?

Jeong, Jin-gil; Lee, Youngho; Mukherji, Sandip - In: The journal of wealth management 12 (2009/10) 3, pp. 95-103

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What makes when-issued trading attractive to financial markets?

Brooks, Raymond M.; Kim, Yong H.; Yang, J. Jimmy - In: Financial markets, institutions & instruments 23 (2014) 5, pp. 245-271

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The effect of price limits on intraday volatility and information asymmetry

Kim, Yong H.; Yang, J. Jimmy - In: Pacific-Basin finance journal 16 (2008) 5, pp. 522-538

Persistent link: https://www.econbiz.de/10003800169