scientific article; zbMATH DE number 1046833

MaRDI QIDQ4348944zbMATH OpenFDO

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

Publication date 10 August 1997

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)

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Cited in

(1)

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

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