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- Tue Mar 13, 2012 1:19 am
- Forum: Help With Programming
- Topic: Calculating annualized returns from overlaps monthly prices
- Replies: 1
- Views: 6377
Calculating annualized returns from overlaps monthly prices
Dear Tom and Friends on the Forum, I have been trying to generate annual growth rate as Kim, Sei-Wan, A. V. Mollick and Kiseok Nam in their paper " Common nonlinearities in long-horizon stock returns: Evidence from the G-7 stock markets". Global Finance Journal : 19 (2008):19-31. As they c...