On the stability of the distribution of the market component in stock price changes

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Research output: Contribution to journal › Article › peer-review

25 Scopus citations

Original language	English
Pages (from-to)	945-961
Number of pages	17
Journal	Journal of Financial and Quantitative Analysis
Volume	9
Issue number	6
DOIs	https://doi.org/10.2307/2329729
State	Published - 1974
Externally published	Yes

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title = "On the stability of the distribution of the market component in stock price changes",

author = "Menachem Brenner",

year = "1974",

doi = "10.2307/2329729",

language = "אנגלית",

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journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

number = "6",

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