Time series and cross-section parameter stability in the market model: the implications for event studies
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- Robert L. Conn & Andy Cosh & Paul M. Guest & Alan Hughes, 2005.
"The Impact on UK Acquirers of Domestic, Cross-border, Public and Private Acquisitions,"
Journal of Business Finance & Accounting,
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- Robert L Conn & Andy Cosh & Paul M Guest & Alan Hughes, 2003. "The Impact on U.K. Acquirers of Domestic, Cross-border, Public and Private Acquisitions," Working Papers wp276, Centre for Business Research, University of Cambridge.
- C Conn & A Cosh & P Guest & A Hughes, 2001. "Long-Run Share Performance of UK Firms Engaging in Cross-Border Acquisitions," Working Papers wp214, Centre for Business Research, University of Cambridge.
More about this item
KeywordsSingle-INDEX Market Model Parameter Estimates Time Series Cross-SECTION Stability;
StatisticsAccess and download statistics
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