Biases in computed returns: An application to the size effect☆
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2022, North American Journal of Economics and Finance
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We are grateful to Edwin Elton, Donald Keim, Jay Ritter, Hans Stoll, participants in workshops at New York University and Yale University, and the referee, Allan Kleidon, for comments and suggestions. The research assistance of Tzivia Kandel is gratefully acknowledged.
Copyright © 1983 Published by Elsevier B.V.