They included 16 stocks already rejected by the Goldfield and Quandt precedures and 26 stocks already rejected by the Spearman ... aquot;Some Consequences When Assumptions for the Analysis of Variances are not Satisfied , aquot; Biometrics, 111, 1974, p. ... Econometric Statistics and Econometrics, (New York Harper and Row, 1968). 10. H. Markovitz. Portfolio Selection: Efficient Diversification of Investments.
|Title||:||The Journal of finance|