Distributional properties of the book to market ratio and their implications for empirical analysis
Diandian Ma, Adrian Melia, Xiaojing Song, Mark Tippett and John van der Burg
| Year of publication: |
2023
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|---|---|
| Authors: | Ma, Diandian ; Melia, Adrian ; Song, Xiaojing ; Tippett, Mark ; Burg, John van der |
| Subject: | Book to market ratio | elastic random walk | Gauss-Legendre quadrature | latent variable | Pearson Type IV probability density | Uhlenbeck and Ornstein process | Theorie | Theory | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Random Walk | Random walk | Wahrscheinlichkeitsrechnung | Probability theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2022.2125818 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014323009