Conditional mean-variance efficiency of the U.S. stock market

Charles Engel, Jeffrey Frankel, Kenneth Froot and Anthony Rodrigues ()

No 8901, Research Paper from Federal Reserve Bank of New York

Keywords: Stock market; time series analysis (search for similar items in EconPapers)
Date: 1989
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Working Paper: Conditional Mean-Variance Efficiency of the U.S. Stock Market (1989)
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