Is there a viable alternative to ordinary least squares regression when security abnormal returns are the dependent variable?
Imre Karafiath
| Year of publication: |
2009
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| Authors: | Karafiath, Imre |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 32.2009, 1, p. 17-31
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| Subject: | Regressionsanalyse | Regression analysis | Kleinste-Quadrate-Methode | Least squares method | Börsenkurs | Share price | Kapitaleinkommen | Capital income | USA | United States | 2004 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003803531