A POST-CRISIS EMPIRICAL EXAMINATION OF STOCK RETURN DISTRIBUTIONS FOR S&P 500 INDEX COMPONENTS
Bachelor's
Saved in:
Main Author: | ZHOU XIN |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/203099 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Empirical test on the put-call parity for the S&P 500 index options
by: Koh Wai Mun, Chin Szu Yi, Lee Kum Sun
Published: (2014) -
Liquidity and stock returns : empirical evidence in China
by: Lam, Pei Xin, et al.
Published: (2012) -
IINVESTOR SENTIMENT EFFECTS ON STOCK RETURNS AN EMPIRICAL STUDY
by: CHONG HUAN XIN
Published: (2018) -
Intraday information from S&P 500 index futures options
by: LIM, Kian Guan, et al.
Published: (2019) -
THE VALUE OF STOCK OPINIONS ON TWITTER: A CROSS-SECTIONAL STUDY OF ABNORMAL RETURNS DURING EARNINGS ANNOUNCEMENTS OF S&P500 FIRMS
by: LIM LAY TING
Published: (2018)