Decomposing abnormal returns in stochastic linear models (Q2444181)
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scientific article; zbMATH DE number 6281557
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| English | Decomposing abnormal returns in stochastic linear models |
scientific article; zbMATH DE number 6281557 |
Statements
Decomposing abnormal returns in stochastic linear models (English)
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8 April 2014
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abnormal returns
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Oaxaca decomposition
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event study
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market model
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0.7519347667694092
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0.6922925710678101
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0.6870036125183105
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0.6834150552749634
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0.6834150552749634
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