A contribution to event study methodology with an application to the Dutch stock market
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 16 (1992)
Issue (Month): 1 (February)
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Web page: http://www.elsevier.com/locate/jbf
Other versions of this item:
- Jong, F.C.J.M. de & Kemna, A. & Kloek, T., 1992. "A contribution to event study methodology with an application to the dutch stock market," Open Access publications from Tilburg University urn:nbn:nl:ui:12-384516, Tilburg University.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Gunther Capelle-Blancard & Nicolas Couderc, 2005. "What drives the market value of firms in the Defense industry ?," Cahiers de la Maison des Sciences Economiques bla06037, Université Panthéon-Sorbonne (Paris 1), revised Apr 2006.
- Gunther Capelle-Blancard & Nicolas Couderc, 2006. "What drives the market value of firms in the Defense industry ?," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00115655, HAL.
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- Brailsford, Timothy J. & Faff, Robert W., 1996. "An evaluation of volatility forecasting techniques," Journal of Banking & Finance, Elsevier, vol. 20(3), pages 419-438, April.
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