Regression vs. non-regression models of normal returns: implications for event studies (Q1960360)
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scientific article; zbMATH DE number 1387307
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| English | Regression vs. non-regression models of normal returns: implications for event studies |
scientific article; zbMATH DE number 1387307 |
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Regression vs. non-regression models of normal returns: implications for event studies (English)
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12 January 2000
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event studies
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abnormal returns
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robust estimation
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0.7519347667694092
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0.7424750924110413
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0.7330994009971619
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0.7220790982246399
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