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~institution:"National Bureau of Economic Research"
~person:"Kısacıkoğlu, Burçin"
~subject:"Share price"
~type:"book"
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Missing Events in
Event
Studies
: Identifying the Effects of Partially-Measured News Surprises
Gürkaynak, Refet S.
-
2018
estimate the model by the Kalman filter, which essentially combines OLS- and heteroskedasticity-based
event
study estimators in …
Persistent link: https://www.econbiz.de/10012480669
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