Spronk, Jaap; Vliet, Pim van; Pouchkarev, Pouchkarev, I. - Erasmus Research Institute of Management (ERIM), … - 2003
Over the last decade we have witnessed the rise and fall of the so-called new economy stocks. One central question is to what extent these new firms differ from traditional firms. Empirical evidence suggests that stock returns are not normally distributed. In this article we investigate whether...