Implications of survival and data trimming for tests of market efficiency

Journal of Accounting and Economics - Tập 39 - Trang 129-161 - 2005
S.P. Kothari1, Jowell S. Sabino2, Tzachi Zach3
1Sloan School of Management, Massachusetts Institute of Technology, 50 Memorial Drive, E52-325, Cambridge, MA 02142, USA
2Cambridge, MA 02138, USA
3Olin School of Business, Washington University, St. Louis, MO 63108, USA

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