Becchetti, Leonardo (contributor); … - 2007
model is usually the most followed estimation benchmark for
calculating abnormal returns in event studies. The rationale … introducing regressors which are,
in many cases, weakly or not at all significant. The consequence (especially in event studies … Event Studies, Journal
of Financial Economics, 14(1), 3-31.
Campbell J. Y., Lo A. and C. McKinlay, 1997, The …