MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR

[1] ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[2] Distribution of the serial correlation coefficient [J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 1 - 13

[3] Anderson T. W., 1958, INTRO MULTIVARIATE S

[4] THE USE OF FACTOR-ANALYSIS IN THE STATISTICAL-ANALYSIS OF MULTIPLE TIME-SERIES [J]. PSYCHOMETRIKA, 1963, 28 (01) : 1 - 25

[5] ANDERSON TW, 1956, 3RD P BERK S MATH ST, V5, P111

[6] Bachelier L., 1900, THEORIE SPECULATION

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

[8] Boness A. J., 1964, RANDOM CHARACTER STO, P475

[9] STOCK PRICE BEHAVIOR ON EX-DIVIDEND DATES [J]. JOURNAL OF FINANCE, 1955, 10 (04) : 425 - 429

[10] CARROLL JD, UNPUBLISHED PAPER

[1] ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[2] Distribution of the serial correlation coefficient [J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 1 - 13

[3] Anderson T. W., 1958, INTRO MULTIVARIATE S

[4] THE USE OF FACTOR-ANALYSIS IN THE STATISTICAL-ANALYSIS OF MULTIPLE TIME-SERIES [J]. PSYCHOMETRIKA, 1963, 28 (01) : 1 - 25

[5] ANDERSON TW, 1956, 3RD P BERK S MATH ST, V5, P111

[6] Bachelier L., 1900, THEORIE SPECULATION

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

[8] Boness A. J., 1964, RANDOM CHARACTER STO, P475

[9] STOCK PRICE BEHAVIOR ON EX-DIVIDEND DATES [J]. JOURNAL OF FINANCE, 1955, 10 (04) : 425 - 429

[10] CARROLL JD, UNPUBLISHED PAPER