A NOTE ON SKEWNESS AND DATA ERRORS

The observation that popular data bases have non-trivial errors is applied to the work of McEnally dealing with the return behavior of high risk common stocks. Carefully audited raw data is vital to the usefulness of research. Potentially erroneous data can be identified by examining extremely skewe...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	The Journal of finance (New York) 1978-03, Vol.33 (1), p.288-292
Hauptverfasser:	Beedles, William L., Simkowitz, Michael A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Common stock Data Error rates Errors Financial risk Mathematical moments Outliers Series Skewed distribution Standard deviation Statistical analysis Statistical discrepancies Statistical variance
Online-Zugang:	Volltext
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