A REEXAMINATION OF THE POWER OF ALTERNATIVE RETURN-GENERATING MODELS AND THE EFFECT OF ACCOUNTING FOR CROSS-SECTIONAL DEPENDENCIES IN EVENT STUDIES

R Chandra, S Moriarity and Gl Willinger

Journal of Accounting Research, 1990, vol. 28, issue 2, 398-408

Keywords: Event studies; Return-generating models; Stock returns; Cross-section dependencies (search for similar items in EconPapers)
JEL-codes: C81 G14 M41 (search for similar items in EconPapers)
Date: 1990
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Citations: View citations in EconPapers (15)

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Persistent link: https://EconPapers.repec.org/RePEc:bla:joares:v:28:y:1990:i:2:p:398-408

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DOI: 10.2307/2491157

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