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.
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https://fraser.stlouisfed.org/title/working-paper-federal-reserve-bank-cleveland-4494/errors-recorded-security-prices-turn-year-effect-494474
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Bibliographic Information
Provider: Federal Reserve Bank of Cleveland
Part of Series: Working Papers (Old Series)
Publication Date: 1986
Number: 8611