Statistical Inference on Stochastic Dominance Efficiency. Do Omitted Risk Factors Explain the Size and Book-to-Market Effects?
Extent: | application/pdf |
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Series: | Research Paper. - ISSN 1566-5283. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureri Number ERS-2003-017-F&A |
Source: |
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Asset prices and omitted moments; A stochastic dominance analysis of market efficiency
Post, G.T., (2003)
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Asset prices and omitted moments; A stochastic dominance analysis of market efficiency
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Asset prices and omitted moments; A stochastic dominance analysis of market efficiency
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