Analytic small sample bias and standard error calculations for tests of serial correlation in market returns

Michael S Smith, S K Mathur, Robert Kohn

Research output: Book/ReportBookOther

Original languageEnglish
Place of PublicationMelbourne Vic Australia
PublisherMonash University Publishing
Number of pages42
Publication statusPublished - 1997

Cite this

Smith, M. S., Mathur, S. K., & Kohn, R. (1997). Analytic small sample bias and standard error calculations for tests of serial correlation in market returns. Melbourne Vic Australia: Monash University Publishing.
Smith, Michael S ; Mathur, S K ; Kohn, Robert. / Analytic small sample bias and standard error calculations for tests of serial correlation in market returns. Melbourne Vic Australia : Monash University Publishing, 1997. 42 p.
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author = "Smith, {Michael S} and Mathur, {S K} and Robert Kohn",
year = "1997",
language = "English",
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Smith, MS, Mathur, SK & Kohn, R 1997, Analytic small sample bias and standard error calculations for tests of serial correlation in market returns. Monash University Publishing, Melbourne Vic Australia.

Analytic small sample bias and standard error calculations for tests of serial correlation in market returns. / Smith, Michael S; Mathur, S K; Kohn, Robert.

Melbourne Vic Australia : Monash University Publishing, 1997. 42 p.

Research output: Book/ReportBookOther

TY - BOOK

T1 - Analytic small sample bias and standard error calculations for tests of serial correlation in market returns

AU - Smith, Michael S

AU - Mathur, S K

AU - Kohn, Robert

PY - 1997

Y1 - 1997

M3 - Book

BT - Analytic small sample bias and standard error calculations for tests of serial correlation in market returns

PB - Monash University Publishing

CY - Melbourne Vic Australia

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Smith MS, Mathur SK, Kohn R. Analytic small sample bias and standard error calculations for tests of serial correlation in market returns. Melbourne Vic Australia: Monash University Publishing, 1997. 42 p.