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Errors in recorded security prices and the turn-of-the year effect
Abstract
A study that concludes recorded security price errors are potential sources of misspecification in joint tests of the capital asset pricing model and market efficiency.Stock - PricesSimilar works
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Research Papers in Economics
Provided a free PDFLast time updated on 7/6/2012View original full text link
This paper was published in Research Papers in Economics.
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