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| Author: | Kramer, W. |
| Title: | The probability of a "gross" violation of an efficient markets variance inequality |
| Journal: | Empirical Economics
1995 : VOL. 20:3, p. 473-478 |
| Index terms: | MARKETS INEQUALITY BIAS |
| Language: | eng |
| Abstract: | This note considers the small sample bias of the empirical variances of observed and ex-post-rational prices of financial assets, and shows that this can be much more severe than has previously been thought. |
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