Ex-Day Returns of Stock Distributions: An Anchoring Explanation.

Eric C. Chang Tse-Chun Lin Yan Luo Jinjuan Ren

Published in: Manag. Sci. (2019)

Keyphrases

stock price
dow jones
stock market
power law
probability distribution
artificial intelligence
random variables
counter intuitive
genetic algorithm
gaussian distribution
kullback leibler divergence
gaussian model