Long-run performance evaluation : correlation and heteroskedasticity-consistent tests
Narasimhan Jegadeesh; Jason Karceski
| Year of publication: |
2009
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|---|---|
| Authors: | Jegadeesh, Narasimhan ; Karceski, Jason |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 16.2009, 1, p. 101-111
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| Subject: | Finanzanalyse | Financial analysis | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Heteroskedastizität | Heteroscedasticity | USA | United States | 1973-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | C1 - Econometric and Statistical Methods: General ; G1 - General Financial Markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003800541