Size and period of listing anomalies, heteroscedastic errors and the specification of the market model
Description
Title: | Size and period of listing anomalies, heteroscedastic errors and the specification of the market model |
Authors: | Calvet, A. L Lefoll, Jean |
Date: | 1990 |
URL: | http://hdl.handle.net/10393/19071 http://dx.doi.org/10.20381/ruor-2070 |
Collection | Telfer - Documents de travail // Telfer - Working Papers |
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