Non-stationarity of beta and tests of market efficiency
Year of publication: |
1984
|
---|---|
Authors: | McDonald, Bill ; Nichols, William D. |
Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 7.1984, 4, p. 315-322
|
Subject: | Bewertung | Wertpapier |
-
The effect of deficits on prices of financial assets : theory and evidence
(1984)
-
Zur Theorie der risikopräferenzfreien Bewertung von Rentenoptionen
Schöbel, Rainer, (1986)
-
Frankel, Jeffrey A., (1987)
- More ...
-
Stock splits and market anomalies
Nichols, William D., (1983)
-
NONSTATIONARITY OF BETA AND TESTS OF MARKET EFFICIENCY
McDonald, Bill, (1984)
-
Nichols, William D., (1983)
- More ...