The Impact of Non-Normality and Misspecification on Merger Event Studies
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- Panagiotis Fotis & Michael Polemis & Nikolaos Zevgolis, 2011. "Robust Event Studies for Derogation from Suspension of Concentrations in Greece during the Period 1995–2008," Journal of Industry, Competition and Trade, Springer, vol. 11(1), pages 67-89, March.
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KeywordsEvent Studies; Bootstrap Methods; Non-Normality; Market Model;
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