STABILITY OF DISTRIBUTION OF MARKET COMPONENT IN STOCK PRICE CHANGES

[1] BARNEA A, 1973, J AM STATISTICAL JUN, P348

[2] Blume M. E., 1968, THESIS U CHICAGO

[3] Cramer H, 1945, MATHEMATICAL METHODS

[4] DAVID HA, 1954, BIOMETRICA, V41

[5] PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1971, 66 (334) : 331 - 338

[6] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[7] FAMA EF, 1968, J BUSINESS MAR, P409

[8] FAMA EF, 1968, J AM STATISTICAL SEP

[9] FAMA EF, 1965, MANAGEMENT SCI JAN, P404

[10] FAMA EF, 1971, J POLITICAL EC JAN, P30

[1] BARNEA A, 1973, J AM STATISTICAL JUN, P348

[2] Blume M. E., 1968, THESIS U CHICAGO

[3] Cramer H, 1945, MATHEMATICAL METHODS

[4] DAVID HA, 1954, BIOMETRICA, V41

[5] PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1971, 66 (334) : 331 - 338

[6] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[7] FAMA EF, 1968, J BUSINESS MAR, P409

[8] FAMA EF, 1968, J AM STATISTICAL SEP

[9] FAMA EF, 1965, MANAGEMENT SCI JAN, P404

[10] FAMA EF, 1971, J POLITICAL EC JAN, P30