DISTRIBUTION OF STOCK RETURNS

被引：129

作者：

OFFICER, RR ^{[1
]}

机构：

[1] UNIV QUEENSLAND,DEPT BUSINESS ADM,ST LUCIA 4067,AUSTRALIA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1972年 / 67卷 / 340期

关键词：

D O I：

10.2307/2284641

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：807 / 812

页数：6

共 11 条

[1]

Bachelier L., 1964, RANDOM CHARACTER STO

[2]

Blume M. E., 1968, THESIS U CHICAGO

[3] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J].

FAMA, EF ;

ROLL, R .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) :817-&

[4] PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS [J].

FAMA, EF ;

ROLL, R .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1971, 66 (334) :331-338

[5] THE BEHAVIOR OF STOCK-MARKET PRICES [J].

FAMA, EF .

JOURNAL OF BUSINESS, 1965, 38 (01) :34-105

[6] RATES OF RETURN ON INVESTMENTS IN COMMON-STOCKS [J].

FISHER, L ;

LORIE, JH .

JOURNAL OF BUSINESS, 1964, 37 (01) :1-21

[7] MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR [J].

KING, BF .

JOURNAL OF BUSINESS, 1966, 39 (01) :139-190

[8] THE VARIATION OF CERTAIN SPECULATIVE PRICES [J].

MANDELBROT, B .

JOURNAL OF BUSINESS, 1963, 36 (04) :394-419

[9] DISTRIBUTION OF SHARE PRICE CHANGES [J].

PRAETZ, PD .

JOURNAL OF BUSINESS, 1972, 45 (01) :49-55

[10]

PRESS SJ, 1968, J BUS, V40, P317

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