haku: @author Kramer, W. / yhteensä: 4
viite: 3 / 4
Tekijä: | Kramer, W. |
Otsikko: | The probability of a "gross" violation of an efficient markets variance inequality |
Lehti: | Empirical Economics
1995 : VOL. 20:3, p. 473-478 |
Asiasana: | MARKETS INEQUALITY BIAS |
Kieli: | eng |
Tiivistelmä: | 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. |
SCIMA