Asymmetries in stock returns : statistical tests and economic evaluation
Year of publication: |
2007
|
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Authors: | Hong, Yongmiao ; Tu, Jun ; Zhou, Guofu |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 20.2007, 5, p. 1547-1581
|
Subject: | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | Korrelation | Correlation | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Theorie | Theory | USA | United States | 1965-1999 |
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