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] |
Saved in:
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