The Market-Based Statistics of “Actual” Returns of Investors
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More about this item
Keywords
asset pricing; stock returns; volatility; correlations; probability; market trades;All these keywords.
JEL classification:
- C0 - Mathematical and Quantitative Methods - - General
- C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General
- G1 - Financial Economics - - General Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2023-05-08 (Financial Markets)
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