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The capital asset pricing model's risk-free rate

Mukherji, Sandip - In: The international journal of business and finance … 5 (2011) 2, pp. 75-83

Persistent link: https://www.econbiz.de/10008809186

Are stock returns still mean-reverting?

Mukherji, Sandip - In: Review of financial economics : RFE 20 (2011) 1, pp. 22-27

Persistent link: https://www.econbiz.de/10009009702

Mean reversion of abnormal stock returns

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

Persistent link: https://www.econbiz.de/10009507048

Empirical evidence on bitcoin returns and portfolio value

Mukherji, Sandip - In: The international journal of business and finance … 13 (2019) 2, pp. 71-81

Persistent link: https://www.econbiz.de/10012160223

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 market risk premiums with historical patterns

Mukherji, Sandip - In: The journal of investing : JOI 32 (2023) 6, pp. 96-107

Persistent link: https://www.econbiz.de/10014422332

An analysis of analysts' projected gains

Jeong, Jin-Gil; Lee, Youngho; Mukherji, Sandip - In: The journal of investing 17 (2008) 2, pp. 47-54

Persistent link: https://www.econbiz.de/10003758522

Relations between portfolio returns and market multiples

Barbee, William C. <jun.>; Jeong, Jin-gil; Mukherji, Sandip - In: Global finance journal 19 (2008) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10003742493

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

Persistent link: https://www.econbiz.de/10003911499

Optimal portfolios for different holding periods

Choi, Byeongyong Paul; Mukherji, Sandip - In: Journal of business & economics research 8 (2010) 10, pp. 1-6

Persistent link: https://www.econbiz.de/10008695540