Detecting long-run abnormal stock returns: The empirical power and specification of test statistics

Journal of Financial Economics

Volumn 43, Issue 3, 1997, Pages 341-372

  Barber, Brad M ^a   Lyon, John D ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Book to market ratios; Event studies; Firm size

Indexed keywords

EID: 0031097135     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(96)00890-2     Document Type: Article

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