Regression vs. non-regression models of normal returns: implications for event studies
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 64 (1999)
Issue (Month): 1 (July)
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Web page: http://www.elsevier.com/locate/ecolet
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- Brown, Stephen J. & Warner, Jerold B., 1980. "Measuring security price performance," Journal of Financial Economics, Elsevier, vol. 8(3), pages 205-258, September.
- Pilar Abad Romero & Mª Dolores Robles Fernández, 2003. "Contenido informativo de los cambios de Rating en el mercado de Valores Español," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0304, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- Cable, John & Holland, Kevin, 2000. "Robust vs. OLS estimation of the market model: implications for event studies," Economics Letters, Elsevier, vol. 69(3), pages 385-391, December.
- Kaketsis, Asimakis & Sarantis, Nicholas, 2006. "The effects of monetary policy changes on market interest rates in Greece: An event study approach," International Review of Economics & Finance, Elsevier, vol. 15(4), pages 487-504.
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