STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS

Explaining Stock Returns: A Literature Survey

My objective in writing this survey is to provide an overview of the work that has been done in an important area of financial markets research—explaining the behavior of common stock returns. I have tried to make this survey as complete as possible, without getting bogged down in a lot of technical details. Since this area of research has been very active for the past several years, describing...

Interactions Of Returns and Volatilities Among Different Sizes Of Stocks: A Survey In Tehran Stock Exchange

detection of volatile compounds of medicinal plants with some nano-sorbents using modified or new methodologies and investigation of antioxidant activity of their methanolic extracts

in this work, a novel and fast method for direct analysis of volatile compounds (davc) of medicinal plants has been developed by holding a filament from different parts of a plant in the gc injection port. the extraction and analysis of volatile components of a small amount of plant were carried out in one-step without any sample preparation. after optimization of temperature, extraction time a...

on some bayesian statistical models in actuarial science with emphasis on claim count

چکیده ندارد.

Asymmetric Correlation of Stock Returns: Statistical Tests and Economic Evaluation

In this paper, we provide a model-free test for asymmetric correlations which suggest stocks tend to have greater correlations with the market when the market goes down than when it goes up. In addition, we evaluate the economic significance of asymmetric correlations by answering the question that what is the utility gain for an investor who switches from a belief of symmetric correlations int...