Browsing 15 Commerce, Management, Tourism and Services by Author "Chu, H. T"

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Browsing 15 Commerce, Management, Tourism and Services by Author "Chu, H. T"

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  • Partington, G.; Chu, H. T (Blackwell Publishing, 2006)
    In this paper we alert researchers to the potential for unrecognised errors in using adjusted price and daily return data. This problem is illustrated by considering the case of ex-rights price adjustments. We present ...