Behavior of international stock return distributions: A simple test of functional form
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Bibliographic InfoArticle provided by Elsevier in its journal International Review of Economics & Finance.
Volume (Year): 5 (1996)
Issue (Month): 1 ()
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Web page: http://www.elsevier.com/locate/inca/620165
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Lau, Amy Hing-Ling & Lau, Hon-Shiang & Wingender, John R, 1990. "The Distribution of Stock Returns: New Evidence against the Stable Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(2), pages 217-23, April.
- Hirschberg, Joseph G. & Slottje, D. J., 1989. "Remembrance of things past the distribution of earnings across occupations and the kappa criterion," Journal of Econometrics, Elsevier, vol. 42(1), pages 121-130, September.
- Solnik, Bruno H, 1973. "Note on the Validity of the Random Walk for European Stock Prices," Journal of Finance, American Finance Association, vol. 28(5), pages 1151-59, December.
- Fabio Pizzutilo, 2013. "The Distribution of the Returns of Japanese Stocks and Portfolios," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 3(9), pages 1249-1259, September.
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