Generalized beta distributions for describing and analysing intraday stock market data: testing the U-shape pattern

ISSN： 1466-4283

Source： Applied Economics, Vol.37, Iss.2, 2005-02, pp. : 191-199

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Testing stationarity for stock market data

By Dehay D. Leskow J.

Economics Letters, Vol. 50, Iss. 2, 1996-02 ,pp. : 205-212

Elsevier

Access to resources Recommend Favorite

Intraday patterns and trading strategies in the Spanish stock market

Applied Economics, Vol. 47, Iss. 1, 2015-01 ,pp. : 88-99

Routledge Ltd

Access to resources Recommend Favorite

Two generalized beta distributions

By Nadarajah Saralees Kotz Samuel

Applied Economics, Vol. 39, Iss. 14, 2007-08 ,pp. : 1743-1751

Routledge Ltd

Access to resources Recommend Favorite

A finite mixture analysis of beauty-contest data using generalized beta distributions

By Bosch-Domènech Antoni

Experimental Economics, Vol. 13, Iss. 4, 2010-12 ,pp. : 461-475

Springer Publishing Company

Access to resources Recommend Favorite

Testing the efficient market hypothesis using panel data, with application to the Athens stock market

By Dockery E. Kavussanos M. G.

Applied Economics Letters, Vol. 3, Iss. 2, 1996-02 ,pp. : 121-123

Routledge Ltd

Access to resources Recommend Favorite