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The event study: An industrial strength method

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Author Info
Frankfurter, George M.
McGoun, Elton G.
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Article provided by Elsevier in its journal International Review of Financial Analysis.

Volume (Year): 2 (1993)
Issue (Month): 2 ()
Pages: 121-141
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Handle: RePEc:eee:finana:v:2:y:1993:i:2:p:121-141

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  1. Guangqian Ren & Yuliang Zhao, 2009. "Split share structure reform effect model and empirical analysis," Frontiers of Economics in China, Springer, vol. 4(3), pages 461-477, September. [Downloadable!] (restricted)
  2. Brockett, P. L., & Chen, H. M. & J. R. Garven, . "Event Study Methodology: A New and Stochastically Flexible Approach," Working Papers 003, Risk and Insurance Archive.
  3. Patrick L. Brockett & Hwei-Mei CHEN & James R. GARVEN, 1995. "Event Study Methodology: A New And Stochastically Flexible Approach," Risk and Insurance 9507001, EconWPA. [Downloadable!]
  4. J. Andrew Coutts, Terence C. Mills, Jennifer Roberts, 1997. "Time series and cross-section parameter stability in the market model: the implications for event studies," European Journal of Finance, Taylor and Francis Journals, vol. 3(3), pages 243-259, September. [Downloadable!] (restricted)
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