crseEventStudy
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CrseEventStudy
- A robust and powerful test of abnormal stock returns in long-horizon event studies
- Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance.
- Robust Inference With Multiway Clustering
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