New trading practices and short-run market efficiency
By: Kenneth A. Froot, Andre F. Perold.
Contributors: Perold, Andre F.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 3498; Working paper series (National Bureau of Economic Research) -- working paper no. 3498.
Publisher: National Bureau of Economic Research
Published: 1990
Place of publication: Cambridge, MA
Language: eng
Number of pages: 27
Subjects: Stock price indexes -- Econometric models.; Rate of return -- Econometric models.; Autocorrelation (Statistics)
Notes: "October 1990."

Includes bibliographical references (p. 26-27).

Binghamton University Libraries' copy bound with: On the accuracy of producer price indexes for pharmaceutical preparations : an audit based on detailed firm-specific data.