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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- Cable, J & Holland, K, 1996. "Modelling Normal Returns in Event Studies: A Model-Selection Approach and Pilot Study," Working Papers 96-13, University of Wales, Aberystwyth, Department of Economics.
- Cable, John & Holland, Kevin, 2000. "Robust vs. OLS estimation of the market model: implications for event studies," Economics Letters, Elsevier, 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, Elsevier, vol. 15(4), pages 487-504.
- Pilar Abad Romero & Mª Dolores Robles Fernández, 2003. "Contenido informativo de los cambios de Rating en el mercado de Valores Español," Documentos de Trabajo del ICAE 0304, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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