Is the United States Stock Market Getting Riskier

Ronny Suarez ()
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Ronny Suarez: Independent Researcher United State of America, Postal: US

Journal of Advanced Studies in Finance, 2017, vol. 8, issue 1, 66-72

Abstract: In this paper we compared the distribution of the S P 500 Index monthly returns of the period 1957 1986 against the period 1987 2016 to evaluate the presence of extreme events The last 30 years have recorded a higher lower probability to exceed a given negative positive monthly return compare with the probability of exceedance of the three previous decades

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:srs:jasf00:v:8:y:2017:i:1:p:66-72

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