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Detecting long-run abnormal stock returns: The empirical power and specification of test statistics

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  • Barber, Brad M.
  • Lyon, John D.

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  • Barber, Brad M. & Lyon, John D., 1997. "Detecting long-run abnormal stock returns: The empirical power and specification of test statistics," Journal of Financial Economics, Elsevier, vol. 43(3), pages 341-372, March.
  • Handle: RePEc:eee:jfinec:v:43:y:1997:i:3:p:341-372
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