Is there a viable alternative to ordinary least squares regression when security abnormal returns are the dependent variable?
| Year of publication: |
2009
|
|---|---|
| Authors: | Karafiath, Imre |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 32.2009, 1, p. 17-31
|
| Publisher: |
Springer |
| Subject: | Event studies | Regression | Abnormal returns |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005542162