The persistence of abnormal returns at industry and firm levels
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More about this item
KeywordsReturns of assets; abnormal returns; persistence; two-level; structural equations;
- M31 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Marketing and Advertising - - - Marketing
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-05-26 (All new papers)
- NEP-COM-2004-05-16 (Industrial Competition)
- NEP-EEC-2004-05-16 (European Economics)
- NEP-ENT-2004-05-26 (Entrepreneurship)
- NEP-FIN-2004-05-16 (Finance)
- NEP-FMK-2004-05-16 (Financial Markets)
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