@article{MAKHILLTSS201813324664,
    title = {Structural Breaks in Real Time: Evidence from the Firm Level of US Firms},
    journal = {The Social Sciences},
    volume = {13},
    number = {3},
    pages = {766-768},
    year = {2018},
    issn = {1818-5800},
    doi = {sscience.2018.766.768},
    url = {https://makhillpublications.co/view-article.php?issn=1818-5800&doi=sscience.2018.766.768},
    author = {Nur and},
    keywords = {real time,learning,Structural break,error,investigate,fundamentals},
    abstract = {We study the process of learning about breaks in the fundamentals of stock prices of the US firms
in real time without the benefit of hindsight. The identification of structural breaks takes several years which
in turn affects the speed of post-break revision of the new parameters of data generating process. We look at
different procedures for break detection, investigate their success and also examine how quickly and efficiently
errors get corrected in real time.}
    }