Caveat Compounder: A Warning about Using the Daily CRSP Equal-Weighted Index to Compute Long-Run Excess Returns
Year of publication: |
1998
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Authors: | Canina, Linda ; Michaely, Roni ; Thaler, Richard ; Womack, Kent |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 53.1998, 1, p. 403-416
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