Journal of Financial and Quantitative Analysis Vol. 12 No. 2 1977
Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals
Abstract
Robert A. Schwartz, David K. Whitcomb, Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals, The Journal of Financial and Quantitative Analysis, Vol. 12, No. 2 (Jun., 1977), pp. 291-313
- DOI
- 10.2307/2330436
- Volume
- 12
- Issue
- 2
- Pages
- 291
- Sources
- openalex crossref