Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Economic surprises and the behaviour of asset prices: Some analyses and further empirical results
AU - Peel, David
AU - Pope, P.
PY - 1988
Y1 - 1988
N2 - 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.
AB - 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.
U2 - 10.1016/0165-1765(88)90166-8
DO - 10.1016/0165-1765(88)90166-8
M3 - Journal article
VL - 27
SP - 375
EP - 379
JO - Economics Letters
JF - Economics Letters
SN - 0165-1765
IS - 4
ER -