Infinite Density at the Median and the Typical Shape of Stock Return Distributions

Chirok Han, Jin Seo Cho () and Peter Phillips

Journal of Business & Economic Statistics, 2011, vol. 29, issue 2, 282-294

Date: 2011
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Related works:
Journal Article: Infinite Density at the Median and the Typical Shape of Stock Return Distributions (2011)
Working Paper: Infinite Density at the Median and the Typical Shape of Stock Return Distributions (2009)
Working Paper: Infinite Density at the Median and the Typical Shape of Stock Return Distributions (2009)
Working Paper: Infinite Density at the Median and the Typical Shape of Stock Return Distributions (2009)
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