A Source of Bias in Filter Tests of Share Prices

• 1 January 1969
• journal article
• Published by University of Chicago Press in The Journal of Business
• Vol. 42  (3) , 321
• https://doi.org/10.1086/295200

Abstract

Keywords

• FILTER TESTS
• SHARE PRICES
• SOURCE OF BIAS
• BIAS IN FILTER
• TESTS OF SHARE