Testing Cumulative Prediction Errors in Event Study Methodology

Parameter stability in the market model: Tests and time varying parameter estimation with UK data

Coutts, J.A., (1997)

Misspecification testing and robust estimation of the market model and their implications for event studies

Mills, T.C., (1996)

The weekend effect, the Stock Exchange Account and the Financial Times Industrial Ordinary Shares Index: 1987-1994

Coutts, J.A., (1999)