International Financial Markets Through 150 Years: Evaluating Stylized Facts
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arXiv
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866916685727924224 |
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| author | Safari, Sara A. Janisch, Maximilian Lehéricy, Thomas |
| author_facet | Safari, Sara A. Janisch, Maximilian Lehéricy, Thomas |
| contents | In the theory of financial markets, a stylized fact is a qualitative summary of a pattern in financial market data that is observed across multiple assets, asset classes and time horizons. In this article, we test a set of eleven stylized facts for financial market data. Our main contribution is to consider a broad range of geographical regions across Asia, continental Europe, and the US over a time period of 150 years, as well as two of the most traded cryptocurrencies, thus providing insights into the robustness and generalizability of commonly known stylized facts. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2504_08611 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | International Financial Markets Through 150 Years: Evaluating Stylized Facts Safari, Sara A. Janisch, Maximilian Lehéricy, Thomas Statistical Finance General Finance 62P05 In the theory of financial markets, a stylized fact is a qualitative summary of a pattern in financial market data that is observed across multiple assets, asset classes and time horizons. In this article, we test a set of eleven stylized facts for financial market data. Our main contribution is to consider a broad range of geographical regions across Asia, continental Europe, and the US over a time period of 150 years, as well as two of the most traded cryptocurrencies, thus providing insights into the robustness and generalizability of commonly known stylized facts. |
| title | International Financial Markets Through 150 Years: Evaluating Stylized Facts |
| topic | Statistical Finance General Finance 62P05 |
| url | https://arxiv.org/abs/2504.08611 |