Technical Appendix for 'Exploring Breaks in the Distribution of Stock Returns: Empirical Evidence from Apple Inc.'
46 Pages Posted: 11 Dec 2020
Date Written: September 27, 2020
This Appendix contains technical details on the changepoint detection algorithms applied in the paper.
Keywords: changepoint methods, regime switching models, machine learning, factor models, empirical asset pricing, event studies
JEL Classification: C1, C22, C44,G12, G14, C32
Suggested Citation: Suggested Citation