Let's get "real" about using economic data

Journal of Empirical Finance

Volumn 9, Issue 3, 2002, Pages 343-360

  Christoffersen, Peter ^a   Ghysels, Eric ^b,c   Swanson, Norman R ^d  

^a MCGILL UNIVERSITY   (Canada)

^b CIRANO   (Canada)

^c UNIVERSITY OF NORTH CAROLINA   (United States)

^d PURDUE UNIVERSITY   (United States)

Author keywords

Data revision process; Expectations; Market efficiency; News

Indexed keywords

EID: 0036312799     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(01)00059-7     Document Type: Article

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