Uppal, Jamshed Y.; Ullah Mangla, Inayat - In: Managerial Finance 39 (2013) 7, pp. 653-666
Purpose – This study aims to examine the stock returns distributions in ten countries in the periods before and after the global financial crisis (GFC) to evaluate how well the empirical distributions conformed to the extreme value theory (EVT) which underlies a family of risk management...
