A Comparison of Alternative Lag-Length Selection Techniques in Tests of Efficient Market Hypothesis
Document Type
Conference Presentation
Conference Title
Western Social Sciences Finance Association Conference
Location
Reno, NV
Date of Presentation
4-1-1991
Recommended Citation
Lee, U.
(1991).
A Comparison of Alternative Lag-Length Selection Techniques in Tests of Efficient Market Hypothesis.
Paper presented at Western Social Sciences Finance Association Conference in Reno, NV.
https://scholarlycommons.pacific.edu/esob-facpres/572
