Time series and cross-section parameter stability in the market model : the implications for event studies
| Year of publication: |
1997
|
|---|---|
| Authors: | Coutts, J. Andrew |
| Other Persons: | Mills, Terence C. (contributor) ; Roberts, Jennifer (contributor) |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 3.1997, 3, p. 243-259
|
| Subject: | Aktienmarkt | Stock market | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Schätzung | Estimation | Theorie | Theory | Großbritannien | United Kingdom | 1984-1989 |
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