Modelling normal returns in event studies : a model-selection approach and pilot study
Year of publication: |
1999
|
---|---|
Authors: | Cable, John R. ; Holland, Kevin |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 5.1999, 4, p. 331-341
|
Subject: | CAPM | Modellierung | Scientific modelling | Theorie | Theory |
-
Specification tests of asset pricing models using excess returns
Kan, Raymond, (2006)
-
Model comparison using the Hansen-Jagannathan distance
Kan, Raymond, (2007)
-
Multifactoring pricing models and the cross-section of stock returns
Gangopadhyay, Partha, (2005)
- More ...
-
Cable, John R., (2002)
-
Robust vs. OLS estimation of the market model : implications for event studies
Cable, John R., (2000)
-
Regression vs. non-regression models of normal returns : implications for event studies
Cable, John R., (1999)
- More ...