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subject:"Geldpolitik"
~isPartOf:"The European journal of finance"
~subject:"Großbritannien"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Time series and cross-section parameter stability in the market model : the implications for
event
studies
Coutts, J. Andrew
- In:
The European journal of finance
3
(
1997
)
3
,
pp. 243-259
Persistent link: https://www.econbiz.de/10001226318
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