Testing 65 Equity Indexes for Normal Distribution of Returns
Aim/purpose - The primary aim of the paper is to verify the hypothesis on the normal distributions of 65 stock index returns, while the secondary aims are to examine normal distributions for specific years (for six indexes) and for bull and bear markets (for DJIA), demonstrate that the distribution...
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| Format: | Article |
| Language: | English |
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Publishing House of the University of Economics in Katowice
2018-12-01
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| Series: | Journal of Economics and Management |
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| Online Access: | https://www.ue.katowice.pl/fileadmin/user_upload/wydawnictwo/JEM_Artyku%C5%82y_31_60/JEM_34/01.pdf |