Misspecification testing and robust estimation of the market model and their implications for event studies
| Year of publication: |
1996
|
|---|---|
| Authors: | Mills, T.C. ; Coutts, J.A. ; Roberts, J. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 28.1996, 5, p. 559-566
|