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Stationarity Of Common Stock Returns

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  • James P. Rozelle
  • Bruce D. Fielitz

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Suggested Citation

  • James P. Rozelle & Bruce D. Fielitz, 1980. "Stationarity Of Common Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(3), pages 229-242, September.
    • Handle: RePEc:bla:jfnres:v:3:y:1980:i:3:p:229-242
    as

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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1980.tb00276.x
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    References listed on IDEAS

    as
    1. Fielitz, Bruce D., 1971. "Stationarity of Random Data: Some Implications for the Distribution of Stock Price Changes," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(3), pages 1025-1034, June.
    2. Brenner, Menachem, 1974. "On the Stability of the Distribution of the Market Component in Stock Price Changes," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(6), pages 945-961, December.
    3. Hagerman, Robert L, 1978. "More Evidence on the Distribution of Security Returns," Journal of Finance, American Finance Association, vol. 33(4), pages 1213-1221, September.
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