haku: @journal_id 62 / yhteensä: 680
viite: 149 / 680
| Tekijä: | Corrado, C.J. Schatzberg, J. |
| Otsikko: | A nonparametric distribution-free test for serial independence in stock returns: a correction |
| Lehti: | Journal of Financial and Quantitative Analysis
1990 : SEP, VOL. 25:3, p. 411-415 |
| Asiasana: | SHARE PRICES SECURITIES FINANCIAL ANALYSIS |
| Kieli: | eng |
| Tiivistelmä: | A corrected version of the test of serial independence developed by Ashley and Patteron (A&P) to examine serial dependence in daily stock returns. A&P's test method. Test correction. Corected test results. Three Tables illustrate the study. |
SCIMA