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The computation of test statistics for multivariate regression models in event studies

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  • Seaks, Terry G.

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  • Seaks, Terry G., 1990. "The computation of test statistics for multivariate regression models in event studies," Economics Letters, Elsevier, vol. 33(2), pages 141-145, June.
  • Handle: RePEc:eee:ecolet:v:33:y:1990:i:2:p:141-145
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    Cited by:

    1. Bellia, Mario & Maccaferri, Sara, 2020. "Banks' bail-in and the new banking regulation: an EU event study," Working Papers 2020-07, Joint Research Centre, European Commission.
    2. Lamdin, Douglas J., 2001. "Implementing and interpreting event studies of regulatory changes," Journal of Economics and Business, Elsevier, vol. 53(2-3), pages 171-183.

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