Subperiod robustness checks: testing for effect mean stationarity
Year of publication: |
2012
|
---|---|
Authors: | Stephen Haggard, K. ; Witte, H. Douglas |
Published in: |
Managerial Finance. - Emerald Group Publishing Limited, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 38.2012, 5, p. 530-542
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Econometrics | Assets | Pricing | Calendar anomalies | Stationarity | Econometric methods |
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