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The European Journal of Finance Volume 7, 2001 - Issue 1
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Original Articles

Empirical distributions of stock returns: European securities markets, 1990-95

Felipe M. Aparicio
&
Javier Estrada
Pages 1-21 | Published online: 15 Oct 2010

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Yugu Xiao & Emiliano A. Valdez. (2015) A Black–Litterman asset allocation model under Elliptical distributions. Quantitative Finance 15:3, pages 509-519.
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Stella Kanellopoulou & Epaminondas Panas. (2008) Empirical distributions of stock returns: Paris stock market, 1980–2003. Applied Financial Economics 18:16, pages 1289-1302.
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Andreas Behr. (2007) Assessing the stability of Gaussian mixture models for monthly returns of the S&P 500 index. Applied Financial Economics Letters 3:4, pages 215-220.
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Konstantinos Tolikas, Athanasios Koulakiotis & Richard A. Brown. (2007) Extreme Risk and Value-at-Risk in the German Stock Market. The European Journal of Finance 13:4, pages 373-395.
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Konstantinos Tolikas & RichardA. Brown. (2006) The distribution of the extreme daily share returns in the Athens stock exchange. The European Journal of Finance 12:1, pages 1-22.
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Anders Ekholm & Daniel Pasternack. (2005) The negative news threshold—An explanation for negative skewness in stock returns. The European Journal of Finance 11:6, pages 511-529.
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Javier Estrada . (2004) The cost of equity of internet stocks: a downside risk approach. The European Journal of Finance 10:4, pages 239-254.
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Graham Smith. (2002) Tests of the random walk hypothesis for London gold prices. Applied Economics Letters 9:10, pages 671-674.
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Gülnur Muradog Lu, Kivilcim Metin$suffix/text()$suffix/text() & Reha Argac. (2001) Is there a long run relationship between stock returns and monetary variables: evidence from an emerging market. Applied Financial Economics 11:6, pages 641-649.
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Yugu Xiao & Emiliano A. Valdez. (2010) A Black-Litterman Asset Allocation Model Under Elliptical Distributions. SSRN Electronic Journal.
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Gabriel Frahm. (2010) An Analytical Investigation of Estimators for Expected Asset Returns from the Perspective of Optimal Asset Allocation. SSRN Electronic Journal.
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Javier Estrada. (2008) Black Swans in Emerging Markets. SSRN Electronic Journal.
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Javier Estrada. (2007) Black Swans and Market Timing: How Not to Generate Alpha. SSRN Electronic Journal.
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