Event studies with a contaminated estimation period

Journal of Corporate Finance

Volumn 13, Issue 1, 2007, Pages 129-145

  Aktas, Nihat ^a   de Bodt, Eric ^a,b   Cousin, Jean Gabriel ^b  

^a LOUVAIN SCHOOL OF MANAGEMENT   (Belgium)

^b UNIV LILLE   (France)

Author keywords

Event study; Markov switching regression model; Unrelated events

Indexed keywords

EID: 34548276969     PISSN: 09291199     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jcorpfin.2006.09.001     Document Type: Article

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