EVIDENCE ON PRESENCE AND CAUSES OF SERIAL-CORRELATION IN MARKET MODEL RESIDUALS

[1] ALTMAN E, 1974, J FINANC, P1495

[2] Bachelier L., 1964, RANDOM CHARACTER STO

[3] Barten A., 1962, STAT NEERL, V16, P151, DOI [DOI 10.1111/J.1467-9574.1962.TB01062.X, 10.1111/J.1467-9574.1962.TB01062.X]

[4] COHEN KJ, 1977, 109 NEW YORK U SAL B

[5] COHEN KJ, TO BE PUBLISHED

[6] DIMSON E, 1974, 3RD C FIN THEOR DEC

[7] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[8] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[9] FAMA EF, 1969, INT ECON REV, P1

[10] FISHER L, 1966, J BUSINESS JAN, P191

[1] ALTMAN E, 1974, J FINANC, P1495

[2] Bachelier L., 1964, RANDOM CHARACTER STO

[3] Barten A., 1962, STAT NEERL, V16, P151, DOI [DOI 10.1111/J.1467-9574.1962.TB01062.X, 10.1111/J.1467-9574.1962.TB01062.X]

[4] COHEN KJ, 1977, 109 NEW YORK U SAL B

[5] COHEN KJ, TO BE PUBLISHED

[6] DIMSON E, 1974, 3RD C FIN THEOR DEC

[7] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[8] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[9] FAMA EF, 1969, INT ECON REV, P1

[10] FISHER L, 1966, J BUSINESS JAN, P191