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

被引：164

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

相关论文

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