References
- Berman , G , Brooks , R and Davidson , S . 2000 . The Sydney Olympic Games announcement and Australian stock market reaction . Applied Economics Letters , 7 : 781 – 4 .
- Brooks , C and Persand , G . 2001 . Seasonality in Southeast Asian markets: Some new evidence on day-of-the-week effect . Applied Economics Letters , 8 : 155 – 8 .
- Chandiok , A . 1996 . The impact of an unexpected political resignation on exchange rates . Applied Economics , 28 : 247 – 53 .
- Cutler , DM , Poterba , JM and Summers , LH . 1989 . What moves stock prices? . Journal of Portfolio Management , 15 : 4 – 12 .
- Fama , E . 1970 . Efficient markets: A review of theory and empirical work . Journal of Finance , 25 : 383 – 417 .
- Gumbel , EJ . 1958 . Statistics of Extremes , New York, NY : Columbia University Press .
- Harris , RCDF and Kucukozmen , CC . 2001 . The empirical distribution of stock returns: Evidence from an emerging European market . Applied Economics Letters , 8 : 367 – 71 .
- Johnson , NL and Kotz , S . 1970 . Continuous Univariate Distributions – 2 , Boston, MA : Houghton Mifflin Company .
- Kiymaz , H . 2002 . The stock market rumours and stock prices: A test of price pressure and size effect in an emerging market . Applied Financial Economics , 12 : 469 – 74 .
- Linden , M . 2001 . A model for stock distribution . Journal of International Finance and Economics , 6 : 159 – 69 .
- McDonald , JB . 1996 . “ Probability distributions for financial models ” . In Handbook of Statistics , Edited by: Maddala , CS and Rao , CR . Vol. 14 , 427 – 61 . Amsterdam : Elsevier Science .
- Mood , AM , Graybill , FA and Boes , DC . 1974 . Introduction to the Theory of Statistics , 3rd edn , New York, NY : McGraw Hill Book Co. .
- Peiró , A . 1994 . The distribution of stock returns: International evidence . Applied Financial Economics , 4 : 431 – 9 .
- Rohatgi , VK . 1976 . An Introduction to Probability Theory and Mathematical Statistics , New York, NY : John Wiley & Sons .
- Roll , R . 1984 . Orange juice and weather . American Economic Review , 74 : 861 – 80 .
- Romer , D . 1994 . Rational asset price movements without news . American Economic Review , 34 : 1112 – 30 .
- Ross , S . 1998 . A First Course in Probability , 5th ed , Englewood Cliffs, NJ : Prentice–Hall Inc. .
- Veraros , N , Kasimati , E and Dawson , P . 2004 . The 2004 Olympic Games announcement and its effects on the Athens and Milan stock exchanges . Applied Economics Letters , 11 : 749 – 53 .
- Weber , MD , Leemis , LM and Kincaid , RK . 2005 . Minimum Kolmogorov–Smirnov test statistic parameter estimates . Journal of Statistical Computation and Simulation , 76 ( 3 ) : 195 – 206 .