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Structural breaks, incomplete information, and stock prices

Timmermann, Allan (2001) Structural breaks, incomplete information, and stock prices. Journal of Business and Economic Statistics, 19 (3). pp. 299-314. ISSN 0735-0015

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Item Type: Article
Official URL: http://www.amstat.org/publications/jbes/index.cfm?...
Additional Information: © 2001 American Statistical Association
Library of Congress subject classification: H Social Sciences > HG Finance
Sets: Departments > Accounting and Finance
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 18 Nov 2008 14:13
URL: http://eprints.lse.ac.uk/18490/

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