A generalized method for detecting abnormal returns and changes in systematic risk
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- Cyree, Ken B & DeGennaro, Ramon P, 2002. "A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk," Review of Quantitative Finance and Accounting, Springer, vol. 19(4), pages 399-416, December.
References listed on IDEAS
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KeywordsBank mergers ; Econometric models ; Risk;
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