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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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Misspecification testing and robust estimation of the market model : estimating betas for the FT-SE industry baskets
Mills, Terence C. - In: The European journal of finance 2 (1996) 4, pp. 319-331
Persistent link: https://www.econbiz.de/10001216123
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Asset pricing dynamics
Markellos, Raphaēl N.; Mills, Terence C. - In: The European journal of finance 9 (2003) 6, pp. 533-556
Persistent link: https://www.econbiz.de/10001885595