Caveat compounder : a warning about using the daily CRSP equal-weighted index to compute long-run excess returns
Year of publication: |
1998
|
---|---|
Authors: | Canina, Linda ; Michaely, Roni ; Thaler, Richard H. ; Womack, Kent |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 53.1998, 1, p. 403-422
|
Subject: | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Messung | Measurement | Index | Index number | Zeit | Time | USA | United States | 1964-1993 |
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