Using daily stock returns

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Stephen J. Brown, Jerold B. Warner (1985). Using daily stock returns. Journal of Financial Economics. https://doi.org/10.1016/0304-405x(85)90042-x

@article{j1985using,
  title  = {Using daily stock returns},
  author = {Brown, Stephen J. and Warner, Jerold B.},
  year   = {1985},
  journal = {Journal of Financial Economics},
  doi    = {10.1016/0304-405x(85)90042-x}
}

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