Are Extreme Negative Return Events Independent of the Market?

Authors

Huijian Dong, University of South Florida St. Petersburg
Xiaomin Guo
Han ReichgeltFollow

SelectedWorks Author Profiles:

Huijian Dong

Document Type

Article

Publication Date

2020

Recommended Citation

Dong, H., Guo X., Reichgelt, H. (2020) Are Extreme Negative Return Events Independent of the Market? Journal of Wealth Management 23(1), 60-73. DOI: https://doi.org/10.3905/jwm.2020.1.099