Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns
We studied decades-long (1980 to 2024) historic distributions of accumulated S&P500 returns, from daily returns to those over several weeks. The time series of the returns emphasize major upheavals in the markets—Black Monday, Tech Bubble, Financial Crisis, and the COVID pandemic—which are reflected...
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| Principais autores: | , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
MDPI AG
2025-06-01
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| Serier: | Economies |
| Fag: | |
| Online adgang: | https://www.mdpi.com/2227-7099/13/6/176 |
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