AN ECONOMETRIC-ANALYSIS OF THE CHOICE OF DAILY VERSUS MONTHLY RETURNS IN TESTS OF INFORMATION-CONTENT

D Morse

Journal of Accounting Research, 1984, vol. 22, issue 2, 605-623

Keywords: Informational Content; Stock returns; Daily stock returns; Monthly Stock returns (search for similar items in EconPapers)
JEL-codes: G14 M40 M41 (search for similar items in EconPapers)
Date: 1984
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Citations: View citations in EconPapers (16)

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Persistent link: https://EconPapers.repec.org/RePEc:bla:joares:v:22:y:1984:i:2:p:605-623

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DOI: 10.2307/2490667

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Journal of Accounting Research is currently edited by Philip G. Berger, Anna Costello, Luzi Hail, Valeri Nikolaev, Haresh Sapra, Laurence van Lent and Regina Wittenberg Moerman

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