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~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Fan, Lijun"
~person:"Markellos, Raphael N."
~person:"Roberts, Jennifer"
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The European journal of finance
International journal of computational economics and econometrics
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Time series and cross-section parameter stability in the market model : the implications for event studies
Coutts, J. Andrew
- In:
The European journal of finance
3
(
1997
)
3
,
pp. 243-259
Persistent link: https://www.econbiz.de/10001226318
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