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, Kent Womack
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Volume:
53
Year:
1998
Language:
english
Pages:
14
DOI:
10.1111/0022-1082.165353
File:
PDF, 77 KB
english, 1998
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