scientific article; zbMATH DE number 1046833

zbMATH Open0872.62093MaRDI QIDQ4348944FDOQ4348944

Authors: Graham D. I. Barr, J. F. Affleck-Graves, Mary L. Thompson, R. S. Sparks 

Publication date: 10 August 1997

Title of this publication is not available (Why is that?)

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zbMATH Keywords

linear regressionmean square errorcapital asset pricing modelmarket modelmodel selection criteriamean square error of predictionshare pricesevent studieszero intercept models

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (1)

• Regression vs. non-regression models of normal returns: implications for event studies

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