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Measuring security price performance using daily NASDAQ returns

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Author Info
Campbell, Cynthia J.
Wesley, Charles E.
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File URL: http://www.sciencedirect.com/science/article/B6VBX-45910BK-M/2/41b4e41dc222a095fc87511eefe2d543
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Publisher Info
Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 33 (1993)
Issue (Month): 1 (February)
Pages: 73-92
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Handle: RePEc:eee:jfinec:v:33:y:1993:i:1:p:73-92

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Web page: http://www.elsevier.com/locate/inca/505576

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  2. Michael R. King & Rasmus Fatum, 2005. "The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar," Working Papers 05-21, Bank of Canada. [Downloadable!]
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  10. Arnold R. Cowan & Anne M.A. Sergeant, 1996. "Trading Frequency and Event Study Test Specification," Finance 9610002, EconWPA. [Downloadable!]
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  12. Rodrigo Saens & Eduardo Sandoval, 2005. "Measuring Security Price Performance Using Chilean Daily Stock Returns: The Event Study Method," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(126), pages 307-328. [Downloadable!]
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