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An alternative description of the stochastic process generating security returns |
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| Authors: | Hassanali Espahbodi Pouran Espahbodi Hassan Tehranian |
| Affiliation: | 1. Accounting Department, Northeastern University, 404 Hayden Hall, Boston, Massachusetts 02115, U.S.A.;2. Bentley College, U.S.A.;3. Boston College, U.S.A. |
| Abstract: | |
| Keywords: | Security returns Partial adjustment Adaptive expectations Market efficiency Information content |