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Additional Evidence of Heteroscedasticity in the Market Model
Bey, Roger P.; Pinches, George E. - In: Journal of Financial and Quantitative Analysis 15 (1980) 02, pp. 299-322
Persistent link: https://www.econbiz.de/10005609862
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An Analysis of Portfolio Accumulation Strategies Employing Low-Priced Common Stocks
Pinches, George E.; Simon, Gary M. - In: Journal of Financial and Quantitative Analysis 7 (1972) 03, pp. 1773-1796
Persistent link: https://www.econbiz.de/10008477072
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Testing for Market Efficiency: A Comparison of the Cumulative Average Residual Methodology and Intervention Analysis
Larcker, David F.; Gordon, Lawrence A.; Pinches, George E. - In: Journal of Financial and Quantitative Analysis 15 (1980) 02, pp. 267-287
Persistent link: https://www.econbiz.de/10005139264