Errors in recorded security prices and the turn-of-the year effect

James Thomson

No 8611, Working Papers (Old Series) from Federal Reserve Bank of Cleveland

Abstract: A study that concludes recorded security price errors are potential sources of misspecification in joint tests of the capital asset pricing model and market efficiency.

Keywords: Stock; -; Prices (search for similar items in EconPapers)
Date: 1986
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Related works:
Journal Article: Errors in Recorded Security Prices and the Turn-ofthe-Year Effect (1989)
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedcwp:8611

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