Khalifa, A., Miao, H. and Ramchander, S. (2011) Return Distribution and Volatility Forecasting in Metal Futures Markets: Evidence from Gold, Silver, and Copper. Journal of Futures Markets, 31, 55-80.
https://doi.org/10.1002/fut.20459

has been cited by the following article:

• TITLE: Ups and Downs of the Stock Market and the Evolution of the Return Distribution

  AUTHORS: Jia Li

  KEYWORDS: Financial Physics, Yield Distribution, Behavioral Finance

  JOURNAL NAME: Open Access Library Journal, Vol.5 No.3, March 15, 2018

  ABSTRACT: This paper is based on the perspective of financial physics, using the cumulative distribution of yield to explore the law and characteristics of the whole system of Chinese capital market in bull market and bear market, and find that in the bull market, return distribution is from aggregation to dispersion, while in bear market, return distribution being from dispersion to aggregation.