Earnings variablility and variance bounds tests for the rationality of stock market prices

Terry A. Marsh and Robert C. Merton ()

No 1559-84., Working papers from Massachusetts Institute of Technology (MIT), Sloan School of Management

Abstract: "First draft: September 1983"--p. [1]. "Last revised: March 1984"--p. [1].

Keywords: HD28 .M414 no.1559-; 84; Econometrics; Stocks Prices (search for similar items in EconPapers)
Date: 1984

Downloads: (external link)
http://hdl.handle.net/1721.1/2083 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:mit:sloanp:2083

Ordering information: This working paper can be ordered from
MASSACHUSETTS INSTITUTE OF TECHNOLOGY (MIT), SLOAN SCHOOL OF MANAGEMENT, 50 MEMORIAL DRIVE CAMBRIDGE MASSACHUSETTS 02142 USA

Access Statistics for this paper

More papers in Working papers from Massachusetts Institute of Technology (MIT), Sloan School of Management
Address: MASSACHUSETTS INSTITUTE OF TECHNOLOGY (MIT), SLOAN SCHOOL OF MANAGEMENT, 50 MEMORIAL DRIVE CAMBRIDGE MASSACHUSETTS 02142 USA
Contact information at EDIRC.
Series data maintained by Christian Zimmermann ().