Regression vs. non-regression models of normal returns: implications for event studies-Reference-Cited by-同舟云学术

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

Published:1999-07 Issue:1 Volume:64 Page:81-85
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Cable John,Holland Kevin

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference13 articles.

1. Robust estimation of beta coefficients: evidence from a small stock market;Bowie;Journal of Business Finance and Accounting,1998

2. Measuring security price performance;Brown;Journal of Financial Economics,1980

3. Using daily stock returns: the case of event studies;Brown;Journal of Financial Economics,1985

4. Cable, J.R., Holland, K.H., 1996. Modelling Normal Returns in Event Studies: A Model Selection Approach and Pilot Study. Aberystwyth Economic Research Paper, 96-13.

5. Multifactor explanations of asset pricing anomalies;Fama;Journal of Finance,1996

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