Skewness and Data Errors: An Australian Replication

The possibility of errors exists in all data bases although checks are usually wade to find and eliminate them. Beedles and Simkowitz identified potential errors in recording prices of New York Stock Exchange securities by studying their measured relative skewness. A similar procedure is applied to Brown's file of Melbourne share returns, with the results indicating that it is virtually error free.

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Year of publication:	1979
Authors:	Rainbow, K. A.
Published in:	Australian Journal of Management. - Australian School of Business. - Vol. 4.1979, 1, p. 79-83
Publisher:	Australian School of Business
Subject:	DATA ERRORS \| RELATIVE SKEWNESS \| SKEWNESS \| STOCK MARKET PRICES

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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