All events induce variance: Analyzing abnormal returns when effects vary across firms

Journal of Financial and Quantitative Analysis

Volumn 42, Issue 1, 2007, Pages 229-256

  Harrington, Scott E ^a   Shrider, David G ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b MIAMI UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33947705260     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.1017/s002210900000226x     Document Type: Article

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