Defining an intrinsic “stickiness” parameter of stock price returns
نویسندگان
چکیده
منابع مشابه
Price Inflation and Stock Returns
This letter is intended to demonstrate that price inflation and stock returns display differing relationships depending on the measure of inflation used. Using data from 1966 – 2009, it appears that no correlation exists between any measure of price inflation and stock returns or dividend yield in the period 1983 – 2009. We do find a negative correlation between monetary inflation and dividend ...
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ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 2020
ISSN: 0378-4371
DOI: 10.1016/j.physa.2020.124464