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Federal Reserve Bank of Cleveland
Working Papers (Old Series)
Errors in recorded security prices and the turn-of-the year effect
James B. Thomson
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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James B. Thomson, Errors in recorded security prices and the turn-of-the year effect, Federal Reserve Bank of Cleveland, Working Papers (Old Series) 8611, 1986.
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Keywords: Stock - Prices
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Fed-in-Print is the central catalog of publications within the Federal Reserve System. It is managed and hosted by the Economic Research Division, Federal Reserve Bank of St. Louis.

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