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Moment conditions for Almost Stochastic Dominance
Guo, Xu; Post, Thierry; Wong, Wing-Keung; Zhu, Lixing - In: Economics Letters 124 (2014) 2, pp. 163-167
This study establishes necessary conditions for Almost Stochastic Dominance criteria of various orders. These conditions take the form of restrictions on algebraic combinations of moments of the probability distributions in question. The relevant set of conditions depends on the relevant order...
Persistent link: https://www.econbiz.de/10010933305
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Abnormal expected utility and event study abnormal returns
Levy, Haim; Gunthorpe, Deborah - In: Economics Letters 44 (1994) 1-2, pp. 175-180
Persistent link: https://www.econbiz.de/10005095309
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Rational expectation, firm size, and sample selection bias
Gunthorpe, Deborah; Levy, Haim - In: Economics Letters 37 (1991) 4, pp. 429-432
Persistent link: https://www.econbiz.de/10005095470
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A stochastic dominance analysis of trading losses from using sample estimates of the variance in the Black-Scholes model
Levy, Haim; Yoder, James - In: Economics Letters 40 (1992) 2, pp. 217-221
Persistent link: https://www.econbiz.de/10005355704
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The formation of stock return volatility expectations after the 1987 stock market crash
Levy, Haim; Yoder, James - In: Economics Letters 35 (1991) 4, pp. 441-444
Persistent link: https://www.econbiz.de/10005297165
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A microscopic model of the stock market : Cycles, booms, and crashes
Levy, Moshe; Levy, Haim; Solomon, Sorin - In: Economics Letters 45 (1994) 1, pp. 103-111
Persistent link: https://www.econbiz.de/10005269944
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Testing for risk aversion: a stochastic dominance approach
Levy, Moshe; Levy, Haim - In: Economics Letters 71 (2001) 2, pp. 233-240
Persistent link: https://www.econbiz.de/10005270099