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January 1, 1984Journal of Accounting Research

An Econometric Analysis of the Choice of Daily Versus Monthly Returns in Tests of Information Content

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Informational Content, Stock returns, Daily stock returns, Monthly Stock returns

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Dale Morse (1984) studied this question.

synapsesocial.com/papers/6a86738a0ac4af5b6899aadf https://doi.org/10.2307/2490667

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