Matches in SemOpenAlex for { <https://semopenalex.org/work/W1587939288> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W1587939288 endingPage "56" @default.
- W1587939288 startingPage "41" @default.
- W1587939288 abstract "In this paper the Market Model, estimated for 20 stocks on the Stockholm Stock Exchange, is examined under different assumptions regarding the distribution of the residuals. We find strong evidence that the residuals have a leptokurtic distribution and our results suggest that much of the leptokurticness can be attributed to a jump component in the distribution. Moreover, changes in the assumed distribution of the residuals can sometimes change the beta estimate by 20 percent or more. Our alternative estimators are more robust to extreme observations." @default.
- W1587939288 created "2016-06-24" @default.
- W1587939288 creator A5000269679 @default.
- W1587939288 creator A5002274242 @default.
- W1587939288 date "1996-01-01" @default.
- W1587939288 modified "2023-09-28" @default.
- W1587939288 title "The distribution of stock market returns and the market model" @default.
- W1587939288 cites W1508058513 @default.
- W1587939288 cites W1979575715 @default.
- W1587939288 cites W2036294594 @default.
- W1587939288 cites W2046901019 @default.
- W1587939288 cites W2061464259 @default.
- W1587939288 cites W2074926033 @default.
- W1587939288 cites W2088729707 @default.
- W1587939288 cites W2110075495 @default.
- W1587939288 cites W2114121043 @default.
- W1587939288 cites W2114697484 @default.
- W1587939288 cites W2152821677 @default.
- W1587939288 cites W2157403008 @default.
- W1587939288 cites W3121766225 @default.
- W1587939288 hasPublicationYear "1996" @default.
- W1587939288 type Work @default.
- W1587939288 sameAs 1587939288 @default.
- W1587939288 citedByCount "2" @default.
- W1587939288 crossrefType "posted-content" @default.
- W1587939288 hasAuthorship W1587939288A5000269679 @default.
- W1587939288 hasAuthorship W1587939288A5002274242 @default.
- W1587939288 hasConcept C10138342 @default.
- W1587939288 hasConcept C105795698 @default.
- W1587939288 hasConcept C106159729 @default.
- W1587939288 hasConcept C110121322 @default.
- W1587939288 hasConcept C121332964 @default.
- W1587939288 hasConcept C122342681 @default.
- W1587939288 hasConcept C134306372 @default.
- W1587939288 hasConcept C149782125 @default.
- W1587939288 hasConcept C162324750 @default.
- W1587939288 hasConcept C166957645 @default.
- W1587939288 hasConcept C166963901 @default.
- W1587939288 hasConcept C185429906 @default.
- W1587939288 hasConcept C200870193 @default.
- W1587939288 hasConcept C205649164 @default.
- W1587939288 hasConcept C2779343474 @default.
- W1587939288 hasConcept C2780299701 @default.
- W1587939288 hasConcept C2780695682 @default.
- W1587939288 hasConcept C33923547 @default.
- W1587939288 hasConcept C62520636 @default.
- W1587939288 hasConceptScore W1587939288C10138342 @default.
- W1587939288 hasConceptScore W1587939288C105795698 @default.
- W1587939288 hasConceptScore W1587939288C106159729 @default.
- W1587939288 hasConceptScore W1587939288C110121322 @default.
- W1587939288 hasConceptScore W1587939288C121332964 @default.
- W1587939288 hasConceptScore W1587939288C122342681 @default.
- W1587939288 hasConceptScore W1587939288C134306372 @default.
- W1587939288 hasConceptScore W1587939288C149782125 @default.
- W1587939288 hasConceptScore W1587939288C162324750 @default.
- W1587939288 hasConceptScore W1587939288C166957645 @default.
- W1587939288 hasConceptScore W1587939288C166963901 @default.
- W1587939288 hasConceptScore W1587939288C185429906 @default.
- W1587939288 hasConceptScore W1587939288C200870193 @default.
- W1587939288 hasConceptScore W1587939288C205649164 @default.
- W1587939288 hasConceptScore W1587939288C2779343474 @default.
- W1587939288 hasConceptScore W1587939288C2780299701 @default.
- W1587939288 hasConceptScore W1587939288C2780695682 @default.
- W1587939288 hasConceptScore W1587939288C33923547 @default.
- W1587939288 hasConceptScore W1587939288C62520636 @default.
- W1587939288 hasIssue "1" @default.
- W1587939288 hasLocation W15879392881 @default.
- W1587939288 hasOpenAccess W1587939288 @default.
- W1587939288 hasPrimaryLocation W15879392881 @default.
- W1587939288 hasRelatedWork W1997276799 @default.
- W1587939288 hasRelatedWork W2067487989 @default.
- W1587939288 hasRelatedWork W2150005857 @default.
- W1587939288 hasRelatedWork W2949155582 @default.
- W1587939288 hasRelatedWork W3121537634 @default.
- W1587939288 hasRelatedWork W3121614028 @default.
- W1587939288 hasRelatedWork W3122209766 @default.
- W1587939288 hasRelatedWork W3122672922 @default.
- W1587939288 hasRelatedWork W3123355958 @default.
- W1587939288 hasRelatedWork W3123503272 @default.
- W1587939288 hasRelatedWork W3124348536 @default.
- W1587939288 hasRelatedWork W3124864796 @default.
- W1587939288 hasRelatedWork W3125320288 @default.
- W1587939288 hasRelatedWork W3131612887 @default.
- W1587939288 hasRelatedWork W3135078502 @default.
- W1587939288 hasRelatedWork W3145080310 @default.
- W1587939288 hasRelatedWork W3152342708 @default.
- W1587939288 hasRelatedWork W3169223180 @default.
- W1587939288 hasRelatedWork W86694619 @default.
- W1587939288 hasRelatedWork W3121523762 @default.
- W1587939288 hasVolume "12" @default.
- W1587939288 isParatext "false" @default.
- W1587939288 isRetracted "false" @default.
- W1587939288 magId "1587939288" @default.
- W1587939288 workType "article" @default.