| Record ID | ia:investorlossfunc694mcke |
| Source | Internet Archive |
| Download MARC XML | https://archive.org/download/investorlossfunc694mcke/investorlossfunc694mcke_marc.xml |
| Download MARC binary | https://www.archive.org/download/investorlossfunc694mcke/investorlossfunc694mcke_meta.mrc |
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035 $a(OCoLC)ocm06766024
040 $aUIU$cUIU$dUIU
092 $a332.6322$bM199i
049 $aUIUU
100 1 $aMcKeown, James C.
245 13 $aAn investor loss function for earnings forecasts with an empirical application /$cJames C. McKeown... William S. Hopwood...
260 $a[Urbana, Ill.] :$bCollege of Commerce and Business Administration, University of Illinois at Urbana-Champaign,$cAug. 1, 1980.
300 $a21, [9] p. :$bill., tables ;$c28 cm.
490 1 $aFaculty working papers - University of Illinois at Urbana-Champaign, College of Commerce and Business Administration ;$vno. 694
504 $aIncludes bibliographical references (p. 20-21).
650 0 $aStock price forecasting.
700 1 $aHopwood, William S.
710 2 $aUniversity of Illinois at Urbana-Champaign.$bCollege of Commerce and Business Administration.
830 0 $aFaculty working papers ;$vno. 694.
994 $aC0$bUIU