Caveat Compounder: A Warning about Using the Daily CRSP...

Caveat Compounder: A Warning about Using the Daily CRSP Equal-Weighted Index to Compute Long-Run Excess Returns

Linda Canina, Roni Michaely, Richard Thaler and Kent Womack
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Volume:
53
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/117448
Date:
February, 1998
File:
PDF, 500 KB
english, 1998
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