Is there a viable alternative to ordinary least squares regression when security abnormal returns are the dependent variable?
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Volume (Year): 32 (2009)
Issue (Month): 1 (January)
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- Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March.
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