Stock return distribution in the BRICS
نویسندگان
چکیده
منابع مشابه
Stock return distribution in the BRICS
Stock return distribution in the BRICS. Access to the published version may require subscription. Abstract Stock returns in emerging market economies exhibit patterns that are distinctively different from developed countries: returns are noted to be highly volatile and autocorrelated, and long horizon returns are predictable. While these stylized facts are well established, the assumption under...
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ژورنال
عنوان ژورنال: Review of Development Finance
سال: 2015
ISSN: 1879-9337
DOI: 10.1016/j.rdf.2015.09.002