| Original language | English (US) |
|---|---|
| Pages (from-to) | 27-36 |
| Number of pages | 10 |
| Journal | Journal of Financial and Quantitative Analysis |
| Volume | 17 |
| Issue number | 1 |
| DOIs | |
| State | Published - Mar 1982 |
Bibliographical note
Funding Information:University of California at Los Angeles and University of Minnesota, and University of Minnesota. The authors are indebted to David Kuhnau and Sunder Mendu for computational assistance, to Professor Lung-Fei Lee for helpful comments, and to the Graduate School of Business Administration of the University of Minnesota and the Tain Cities Society of Security Analysts for financial support of this project.