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Estimating cross-sectional regressions in event studies with conditional heteroskedasticity and regression designs that have leverage
Karafiath, Imre - In: International journal of managerial finance : IJMF 10 (2014) 4, pp. 418-431
Persistent link: https://www.econbiz.de/10010411856
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Is there a viable alternative to ordinary least squares regression when security abnormal returns are the dependent variable?
Karafiath, Imre - In: Review of quantitative finance and accounting 32 (2009) 1, pp. 17-31
Persistent link: https://www.econbiz.de/10003803531
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Detecting cumulative abnormal volume : a comparison of event study methods
Karafiath, Imre - In: Applied economics letters 16 (2009) 7/9, pp. 797-802
Persistent link: https://www.econbiz.de/10003855013
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Incomplete temporal overlap and cross-sectional independence in event studies
Karafiath, Imre - In: Applied financial economics letters 4 (2008) 1/3, pp. 81-86
Persistent link: https://www.econbiz.de/10003725331