Regression vs. non-regression models of normal returns: Implications for event studies

Economics Letters

Volumn 64, Issue 1, 1999, Pages 81-85

  Cable, John ^a   Holland, Kevin ^a  

^a ABERYSTWYTH UNIVERSITY   (United Kingdom)

Author keywords

Abnormal returns; Event studies; G0; G1; Robust estimation

Indexed keywords

EID: 0033460406     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(99)00065-8     Document Type: Article

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