Sample selection and event study estimation

Journal of Empirical Finance

Volumn 16, Issue 3, 2009, Pages 466-482

  Ahern, Kenneth R ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Characteristic based benchmark model; Event studies; Multifactor models; Nonparametric test statistics

Indexed keywords

EID: 64449088858     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2009.01.003     Document Type: Article

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