Errors in recorded security prices and the turn-of-the year effect

A study that concludes recorded security price errors are potential sources of misspecification in joint tests of the capital asset pricing model and market efficiency.

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Year of publication:	1986
Authors:	Thomson, James B.
Institutions:	Federal Reserve Bank of Cleveland
Subject:	Stock \| Prices

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Extent:	application/pdf
Series:	Working Paper.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 8611
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005729052