haku: @journal_id 62 / yhteensä: 680
viite: 148 / 680
| Tekijä: | Ashley, R. Patterson, D. |
| Otsikko: | A nonparametic distribution-free test for serial independence in stock returns: a comment |
| Lehti: | Journal of Financial and Quantitative Analysis
1990 : SEP, VOL. 25:3, p. 417-418 |
| Asiasana: | SHARE PRICES SECURITIES FINANCIAL ANALYSIS |
| Kieli: | eng |
| Tiivistelmä: | Authors acknowledgement that criticism of their test for serial independence for stock returns was correct. Other tests concerning serial independence. Simplicity of test and its appeal. Role of market restoring forces. |
SCIMA