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Bill McDonald
Information about the author Bill McDonald will soon be added to the site.
Found
2 papers
in total
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Nonstationarity of beta and tests of market efficiency
1984
Conclusions from event type studies are usually supported by data generated from some...
The existence of heteroscedasticity and its effect on estimates of the market model parameters
1983
A number of recent studies have found significant evidence of heteroscedasticity in...
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