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Nonstationary expected returns : Implications for tests of market efficiency and serial correlation in returns Author info | Abstract | Publisher info | Download info | Related research | Statistics Ball, Ray
Kothari, S. P.
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Article provided by Elsevier in its journal Journal of Financial Economics .
Volume (Year): 25 (1989)
Issue (Month): 1 (November)
Pages: 51-74
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Handle: RePEc:eee:jfinec:v:25:y:1989:i:1:p:51-74Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576
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