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Biases in computed returns : An application to the size effect

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Author Info
Blume, Marshall E.
Stambaugh, Robert F.

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File URL: http://www.sciencedirect.com/science/article/B6VBX-469WW5V-7/2/24d7db6ef75a799aae32d811a4d61085
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 12 (1983)
Issue (Month): 3 (November)
Pages: 387-404
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Handle: RePEc:eee:jfinec:v:12:y:1983:i:3:p:387-404

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Web page: http://www.elsevier.com/locate/inca/505576

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