All events induce variance : analyzing abnormal returns when effects vary across firms
Year of publication: |
2007
|
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Authors: | Harrington, Scott E. ; Shrider, David G. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 42.2007, 1, p. 229-256
|
Subject: | Kapitaleinkommen | Capital income | Ereignisstudie | Event study | Heteroskedastizität | Heteroscedasticity |
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