SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Distribution of Stock Market Returns: 1958-1973
14 references·0 citing·30 second hop
The Distribution of Stock Market Returns: 1958-1973 (1978)The Distribution of Stock Market Returns:…Share Capitalization Changes, Information, And the Australian Equity Market (1977)Share Capitalization Changes,…Dividend Changes, Earnings Reports, And Share Prices: Some Australian Findings (1977)Dividend Changes, Earnings Re…Company Takeovers and the Australian Equity Market (1976)Company Takeovers and the Aus…Asset Pricing in the Australian Industrial Equity Market (1976)Asset Pricing in the Australi…On the Stable Paretian Behavior of Stock-Market Prices (1974)On the Stable Paretian Behavi…A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices (1974)A Comparison of the Stable an…RECENT BEHAVIOUR OF STOCK MARKET PRICES IN GERMANY AND THE RANDOM WALK HYPOTHESIS (1973)RECENT BEHAVIOUR OF STOCK MAR…A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Subordinated Stochastic Pro…The Distribution of Stock Returns (1972)The Distribution of Stock Ret…The Distribution of Share Price Changes (1972)The Distribution of Share Pri…Survey Methods in Social Investigation. (1972)Survey Methods in Social Inve…AUSTRALIAN SHARE PRICES AND THE RANDOM WALK HYPOTHESIS (1969)AUSTRALIAN SHARE PRICES AND T…A Compound Events Model for Security Prices (1967)A Compound Events Model for S…Survey Methods in Social Investigation. (1958)Survey Methods in Social Inve…The Variation of Certain Speculative Prices (1963)The Behavior of Stock-Market Prices (1965)An Empirical Investigation of the Arbitrage Pricing Theory (1980)Scaling behaviour in the dynamics of an economic index (1995)The variation of certain speculative prices (1997)An Engine, Not a Camera (2006)The Adjustment of Stock Prices to New Information (1969)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Measuring security price performance (1980)Announcement effects and market efficiency in a thin market: An empirical application to the Singapore equity market (1989)The Analysis of Economic Time-Series-Part I: Prices (1953)The Random Character of Stock Market Prices (1968)An Intertemporal Capital Asset Pricing Model (1973)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Théorie de la spéculation (1900)Collecting data using a semi‐structured interview: a discussion paper (1994)Participatory rural appraisal (PRA): Analysis of experience (1994)The COMET Handbook: version 1.0 (2017)Stock returns and the weekend effect (1980)Risk measurement when shares are subject to infrequent trading (1979)Conjectured Models for Trends in Financial Prices, Tests and Forecasts (1980)The behaviour of Athens stock prices (1990)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)The distribution of realized stock return volatility (2001)A Jump-Diffusion Model for Option Pricing (2002)Using daily stock returns (1985)Empirical properties of asset returns: stylized facts and statistical issues (2001)Validity and Reliability of the Research Instrument; How to Test the Validation of a Questionnaire/Survey in a Research (2016)
this work references cited by second hop

References

  • 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
  • 1958Survey Methods in Social Investigation.1,440 cited
  • 1974A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices903 cited
  • 1972Survey Methods in Social Investigation.552 cited
  • 1972The Distribution of Share Price Changes533 cited
  • 1967A Compound Events Model for Security Prices441 cited
  • 1972The Distribution of Stock Returns311 cited
  • 1974On the Stable Paretian Behavior of Stock-Market Prices230 cited
  • 1969AUSTRALIAN SHARE PRICES AND THE RANDOM WALK HYPOTHESIS74 cited
  • 1977Share Capitalization Changes, Information, And the Australian Equity Market56 cited
  • 1976Company Takeovers and the Australian Equity Market55 cited
  • 1977Dividend Changes, Earnings Reports, And Share Prices: Some Australian Findings52 cited
  • 1976Asset Pricing in the Australian Industrial Equity Market50 cited
  • 1973RECENT BEHAVIOUR OF STOCK MARKET PRICES IN GERMANY AND THE RANDOM WALK HYPOTHESIS48 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work