Anomalies in security returns and the specification of the market model
| Year of publication: |
1984
|
|---|---|
| Authors: | Brown, Stephen J. ; Barry, Christopher B. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 39.1984, 3, p. 807-815
|
| Subject: | Kapitalertrag | Statistik | Schätzmethodik und Testmethodik | Ökonometrie | Spezifikation |
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