A COMMENT ON THE EMPIRICAL DISTRIBUTION OF SQUARED UNEXPECTED RETURNS

Wm Cready and Pg Mynatt

Journal of Accounting Research, 1992, vol. 30, issue 2, 297-302

Keywords: Unexpected returns; Squared returns; Firm size (search for similar items in EconPapers)
JEL-codes: G10 G14 M41 (search for similar items in EconPapers)
Date: 1992
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DOI: 10.2307/2491129

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