Evidence on the presence and causes of serial correlation in market model residuals
Year of publication: |
1977
|
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Authors: | Schwartz, Robert A. ; Whitcomb, David K. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 12.1977, 2, p. 291-313
|
Subject: | Börsenkurs |
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