Implications of survival and data trimming for tests of market efficiency

Journal of Accounting and Economics

Volumn 39, Issue 1, 2005, Pages 129-161

  Kothari, S P ^a   Sabino, Jowell S ^b   Zach, Tzachi ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b Washington University ^*

Author keywords

Capital markets; Market efficiency

Indexed keywords

EID: 13844255442     PISSN: 01654101     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jacceco.2004.02.003     Document Type: Article

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