Working Paper

Errors in recorded security prices and the turn-of-the year effect


Abstract: A study that concludes recorded security price errors are potential sources of misspecification in joint tests of the capital asset pricing model and market efficiency.

Keywords: Stock - Prices;

Access Documents

Authors

Bibliographic Information

Provider: Federal Reserve Bank of Cleveland

Part of Series: Working Papers (Old Series)

Publication Date: 1986

Number: 8611