Earnings variablility and variance bounds tests for the rationality of stock market prices

Terry A. Marsh and Robert Merton

No 1559-84., Working papers from Massachusetts Institute of Technology (MIT), Sloan School of Management

Abstract: "First draft: September 1983"--p. [1]. "Last revised: March 1984"--p. [1].

Keywords: HD28 .M414 no.1559-; 84; Econometrics; Stocks Prices (search for similar items in EconPapers)
Date: 1984
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