Earnings variablility and variance bounds tests for the rationality of stock market prices

Author(s)
Marsh, Terry A.; Merton, Robert C.; Sloan School of Management.
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Description
"First draft: September 1983"--p. [1]. "Last revised: March 1984"--p. [1].
 
Bibliography: leaves 14-16.
 
Date issued
1983
URI
http://hdl.handle.net/1721.1/2083
Publisher
Massachusetts Institute of Technology
Other identifiers
WP#1559-84
Series/Report no.
Working paper (Sloan School of Management) ; 1559-84.
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