search query: @author Perry, P. R. / total: 4
references: 2-4 / 4
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2.
Portfolio serial correlation and nonsynchronous trading.
Journal of Financial and Quantitative Analysis
1985 : DEC, VOL. 20:4, p. 517-523
 1985 Perry, P. R.
3.
More evidence on the nature of the distribution of security returns.
Journal of Financial and Quantitative Analysis
1983 : JUN, VOL. 18:2, p. 211-221
 1983 Perry, P. R.
4.
The time-variance relationship of security returns: implications for the return-generating stockastic process.
Journal of Finance
1982 : JUN, VOL. 37:3, p. 857-870
 1982 Perry, P. R.
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