Universality in DAX index returns fluctuations
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References listed on IDEAS
- Lillo, Fabrizio & Mantegna, Rosario N., 2001.
"Ensemble properties of securities traded in the NASDAQ market,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 299(1), pages 161-167.
- Fabrizio Lillo & Rosario N. Mantegna, 2001. "Ensemble properties of securities traded in the NASDAQ market," Papers cond-mat/0107256, arXiv.org.
- Barnhart, Scott W. & Giannetti, Antoine, 2009. "Negative earnings, positive earnings and stock return predictability: An empirical examination of market timing," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 70-86, January.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-04-17 (All new papers)
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