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/Report › Book › Other

Original language	English
Place of Publication	Melbourne Vic Australia
Publisher	Monash University Publishing
Number of pages	42
Publication status	Published - 1997

Cite this

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

ER -