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The Distribution of Stock Returns: New Evidence against the Stable Model

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Author Info
Lau, Amy Hing-Ling
Lau, Hon-Shiang
Wingender, John R
Abstract

We present a simple but effective procedure for determining whether a reasonably large sample comes from a stable population against the alternative that it comes from a population with finite higher moments. The procedure uses the fact that a stable population sample has moments of the fourth and sixth order whose magnitudes increase very rapidly as the sample size increases. This procedure shows convincingly that stock returns, when taken as a group, do not come from stable populations. Even for individual stocks, our results show that the stable-population-model null hypothesis can be rejected for more than 95 percent of the stocks.

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Publisher Info
Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 8 (1990)
Issue (Month): 2 (April)
Pages: 217-23
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Handle: RePEc:bes:jnlbes:v:8:y:1990:i:2:p:217-23

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  1. Richard D. F. Harris & C. Coskun Küçüközmen & Fatih Yilmaz, 2004. "Skewness in the conditional distribution of daily equity returns," Applied Financial Economics, Taylor and Francis Journals, vol. 14(3), pages 195-202, February. [Downloadable!] (restricted)
  2. Lux, Thomas, 2006. "Financial power laws : empirical evidence, models, and mechanism," Economics Working Papers 2006,12, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
  3. J. Ignacio Peña, 1992. "On meteor showers in stock markets: New York vs Madrid," Investigaciones Economicas, Fundación SEPI, vol. 16(2), pages 225-234, May. [Downloadable!]
  4. Hans Dillen & Bo Stoltz, 1999. "The distribution of stock market returns and the market model," Finnish Economic Papers, Finnish Economic Association, vol. 12(1), pages 41-56, Spring. [Downloadable!]
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