ANALYSES OF THE DISTRIBUTION OF SECURITY MARKET MODEL PREDICTION ERRORS FOR DAILY RETURNS DATA

Pc Jain

Journal of Accounting Research, 1986, vol. 24, issue 1, 76-96

Keywords: Research Methodology; Security market model; Prediction errors; Daily returns data (search for similar items in EconPapers)
JEL-codes: C81 G10 G12 G14 M40 (search for similar items in EconPapers)
Date: 1986
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DOI: 10.2307/2490805

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