NONSTATIONARY EXPECTED RETURNS - IMPLICATIONS FOR TESTS OF MARKET-EFFICIENCY AND SERIAL-CORRELATION IN RETURNS

被引：166
作者：
BALL, R
KOTHARI, SP
机构：
来源：
JOURNAL OF FINANCIAL ECONOMICS | 1989年 / 25卷 / 01期
关键词：
D O I：
10.1016/0304-405X(89)90096-2
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：51 / 74
页数：24
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