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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Metadata
Show full item recordDescription
"First draft: September 1983"--p. [1]. "Last revised: March 1984"--p. [1]. Bibliography: leaves 14-16.
Date issued
1983Publisher
Massachusetts Institute of Technology
Other identifiers
WP#1559-84
Series/Report no.
Working paper (Sloan School of Management) ; 1559-84.