Skip to main content
alt

Please enter a keyword and click the arrow to search the site

Or explore one of the areas below

Nonstationary expected returns: implications for tests of market efficiency and serial correlation in returns

Journal

Journal of Financial Economics

Subject

Accounting

Publishing details

Journal of Financial Economics 1989 Vol 25 p 51-74

Publication Year

1989

Available on ECCH

No


Select up to 4 programmes to compare

Select one more to compare
×
subscribe_image_desktop 5949B9BFE33243D782D1C7A17E3345D0

Sign up to receive our latest news and business thinking direct to your inbox