Hebrew University, Jerusalem. This paper is extracted from my Ph.D. thesis at Cornell University. I wish to express my indebtness to my thesis committee, Seymour Smidt, Bernell Stone, and John McClain. Special thanks are due to Professor Seymour Smidt for his help and insightful comments. This research has been partially supported by a grant from the Lady Davis Foundation.
THE EFFECT OF MODEL MISSPECIFICATION ON TESTS OF THE EFFICIENT MARKET HYPOTHESIS
Article first published online: 30 APR 2012
1977 The American Finance Association
The Journal of Finance
Volume 32, Issue 1, pages 57–66, March 1977
How to Cite
Brenner, M. (1977), THE EFFECT OF MODEL MISSPECIFICATION ON TESTS OF THE EFFICIENT MARKET HYPOTHESIS. The Journal of Finance, 32: 57–66. doi: 10.1111/j.1540-6261.1977.tb03241.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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