Discussion Of The Impact Of Investor Sophistication On Price Reponses To Earnings News
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DOI: 10.1111/j.1468-5957.1996.tb00909.x
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References listed on IDEAS
- J. Andrew Coutts & Terence Mills & Jennifer Roberts, 1995. "Misspecification of the market model: the implications for event studies," Applied Economics Letters, Taylor & Francis Journals, vol. 2(5), pages 163-165.
- Coutts, J. Andrew & Mills, Terence C. & Roberts, Jennifer, 1994. "The market model and the event study method: A synthesis of the econometric criticisms," International Review of Financial Analysis, Elsevier, vol. 3(2), pages 149-171.
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