EFFECT OF MODEL MISSPECIFICATION ON TESTS OF EFFICIENT MARKET HYPOTHESIS

被引:10
|
作者
BRENNER, M [1 ]
机构
[1] HEBREW UNIV JERUSALEM,JERUSALEM 91000,ISRAEL
来源
JOURNAL OF FINANCE | 1977年 / 32卷 / 01期
关键词
D O I
10.2307/2326902
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:57 / 66
页数:10
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