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