Skewness and Data Errors: An Australian Replication

K. A. Rainbow
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K. A. Rainbow: Monash University. Thanks are due to Philip Brown for the use of Version II of his price relative file.

Australian Journal of Management, 1979, vol. 4, issue 1, 79-83

Abstract: The possibility of errors exists in all data bases although checks are usually wade to find and eliminate them. Beedles and Simkowitz identified potential errors in recording prices of New York Stock Exchange securities by studying their measured relative skewness. A similar procedure is applied to Brown's file of Melbourne share returns, with the results indicating that it is virtually error free.

Keywords: DATA ERRORS; RELATIVE SKEWNESS; SKEWNESS; STOCK MARKET PRICES (search for similar items in EconPapers)
Date: 1979
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Persistent link: https://EconPapers.repec.org/RePEc:sae:ausman:v:4:y:1979:i:1:p:79-83

DOI: 10.1177/031289627900400106

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