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This work is known to a generation of financial economists having marked the beginnings of the field known as financial econometrics. This edition sets out to show that the text, first written in 1964, is still relevant is still relevant at the beginning of the 21st century.
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Rosett et al. (Mon,) studied this question.
www.synapsesocial.com/papers/6a0fe7684fb650da4ffea44a — DOI: https://doi.org/10.2307/1909613
Richard N. Rosett
Paul H. Cootner
Econometrica
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