Decomposing abnormal returns in stochastic linear models

DOI10.1016/J.ECONLET.2012.09.035MaRDI QIDQ2444181zbMATH OpenOpenAlexFDO

Authors Carl Lin

Publication date 8 April 2014

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2012.09.035

zbMATH Keywords

abnormal returnsevent studymarket modelOaxaca decomposition

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Statistical methods; economic indices and measures (91B82)

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