THE POWER OF BEAVER U AGAINST A VARIANCE INCREASE IN MARKET MODEL RESIDUALS

K Rohrbach and R Chandra

Journal of Accounting Research, 1989, vol. 27, issue 1, 145-155

Keywords: Variance effect; Market model residuals; Leptokurtic residuals (search for similar items in EconPapers)
JEL-codes: C81 G14 M41 (search for similar items in EconPapers)
Date: 1989
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DOI: 10.2307/2491212

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