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Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals

Robert A. Schwartz, David K. Whitcomb
DOI: 10.2307/2330436
Journal of Financial and Quantitative Analysis

Data up to Jan 2025

Published1977
Citations61
References0
Fields
EconomicsMathematicsEconometricsStatisticsGeometry

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Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals (1977) – Journal of Financial and Quantitative Analysis | Metascience Observatory Explorer