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