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~isPartOf:"The review of financial studies"
~subject:"Finanzkrise"
~subject:"Merger"
~subject:"Schätzung"
~subject:"Welt"
~subject:"Währung"
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Event study testing with cross-sectional correlation of abnormal returns
Kolari, James W.
;
Pynnönen, Seppo
- In:
The review of financial studies
23
(
2010
)
11
,
pp. 3996-4025
Persistent link: https://www.econbiz.de/10008759865
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