Robust vs. OLS estimation of the market model: Implications for event studies

Economics Letters

Volumn 69, Issue 3, 2000, Pages 385-391

  Cable, John ^a   Holland, Kevin ^a  

^a ABERYSTWYTH UNIVERSITY   (United Kingdom)

Author keywords

Event studies; G1; G14; Market model; Robust estimation

Indexed keywords

EID: 0034356796     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(00)00306-2     Document Type: Article

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