TY  - JOUR
T1  - Structural Breaks in Real Time: Evidence from the Firm Level of US Firms
AU - Syazwani Mazlan, Nur AU - Bulkley, George 
JO  - The Social Sciences
VL  - 13
IS  - 3
SP  - 766
EP  - 768
PY  - 2018
DA  - 2001/08/19
SN  - 1818-5800
DO  - sscience.2018.766.768
UR  - https://makhillpublications.co/view-article.php?doi=sscience.2018.766.768
KW  - real time
KW  -learning
KW  -Structural break
KW  -error
KW  -investigate
KW  -fundamentals
AB  - 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.
ER  -