SSRNEconometrics & Forecasting
Investor Returns: Market-Based Statistics
Market-Based Statistics: The study presents three market-based approximations of actual return from market trades, which deviate from traditional evaluations based on time series analysis of investors' returns.
Featured in No. 24 on 2 Nov 2023 ·
- Released
- 11 Apr 2023
- First featured
- No. 24 · 2 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 25
- Identifier
- SSRN 4614148
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).