Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals
| Year of publication: |
1977
|
|---|---|
| Authors: | Schwartz, Robert A. ; Whitcomb, David K. |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 12.1977, 02, p. 291-313
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |