Journal of Finance Vol. 37 No. 2 1982
Factor-Related and Specific Returns of Common Stocks: Serial Correlation and Market Inefficiency
Abstract
Barr Rosenberg, Andrew Rudd, Factor-Related and Specific Returns of Common Stocks: Serial Correlation and Market Inefficiency, The Journal of Finance, Vol. 37, No. 2, Papers and Proceedings of the Fortieth Annual Meeting of the American Finance Association, Washington, D.C., December 28-30, 1981 (May, 1982), pp. 543-554
- DOI
- 10.2307/2327361
- Volume
- 37
- Issue
- 2
- Pages
- 543
- Sources
- openalex crossref