Is there a viable alternative to ordinary least squares regression when security abnormal returns are the dependent variable?

Imre Karafiath ()

Review of Quantitative Finance and Accounting, 2009, vol. 32, issue 1, 17-31

Keywords: Event studies; Regression; Abnormal returns; G14 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s11156-007-0079-y

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