An unobserved component panel data model to study the effect of earnings surprises on stock prices, trading volumes, and spreads
| Year of publication: |
1995
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|---|---|
| Authors: | Maddala, G.S. ; Nimalendran, M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 68.1995, 1, p. 229-242
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