Peel, David and Pope, P. (1988) Economic surprises and the behaviour of asset prices: Some analyses and further empirical results. Economics Letters, 27 (4). pp. 375-379. ISSN 0165-1765
Full text not available from this repository.Official URL: http://dx.doi.org/10.1016/0165-1765(88)90166-8
Abstract
This paper examines the implications of serial correlation in asset prices for market efficiency and announcement effect tests. The impact of four types of economic surprise is examined after allowing for observed serial correlation in three asset price series.
| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Economics Letters |
| Subjects: | H Social Sciences > HB Economic Theory |
| Departments: | Lancaster University Management School > Economics |
| ID Code: | 55920 |
| Deposited By: | ep_importer_pure |
| Deposited On: | 17 Jul 2012 15:14 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 20:44 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/55920 |
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