Stock returns and their distribution : an empirical assessment of the US and Argentina's stock market for the period 2002/18 /
In this work we present a set of analytical tools to characterize the nature of the distribution of monthly returns of the stocks that compose Argentina’s Merval index in the period 2002-2018, and at the same time compare the results with those for the US stock market, where the same analysis will b...
Main Author: | Swoboda, Carlos Juan |
---|---|
Other Authors: | Kaplan, Samuel |
Format: | Article |
Language: | English |
Subjects: | |
Online Access: | https://articlegateway.com/index.php/JABE/article/view/3265 |
Similar Items
-
Stock returns and their distribution: an empirical assessment of the US and Argentina’s stock market for the period 2002/18
by: Swoboda, Carlos, et al.
Published: (2023) -
Stock returns and their distribution: an empirical assessment of the US and Argentina’s stock market for the period 2002/18
by: Swoboda, Carlos, et al.
Published: (2023) -
Testing momentum effect for the US market : from equity to option strategies /
by: Siri, Julian R. 1965- (Julian Ricardo)
Published: (2017) -
Variances and covariances of international stock returns : the international CAPM revisted
by: Ramchand, Latha
Published: (1997) -
Financial markets and economic activity /
Published: (1967)