State space versus ordinary least-squares regression in event studies
Year of publication: |
1991
|
---|---|
Authors: | Berry, Michael A. |
Other Persons: | Gallinger, George W. (contributor) ; Henderson, Glenn V. (contributor) |
Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 1089104-3. - Vol. 1.1991, p. 231-249
|
Subject: | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Schätztheorie | Estimation theory | Theorie | Theory | USA | United States | 1962-1979 |
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