Universal Fluctuations of the FTSE100
Download full text from publisher
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.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-04-17 (All new papers)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:1004.1138. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (arXiv administrators). General contact details of provider: http://arxiv.org/ .
We have no references for this item. You can help adding them by using this form .