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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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The market model and the event study method: a rejoinder
Coutts, J. Andrew - In: International review of financial analysis 5 (1996) 1, pp. 83-86
Persistent link: https://www.econbiz.de/10001215567
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Testing cumulative prediction errors in event study methodology
Coutts, J. Andrew - In: Journal of forecasting 14 (1995) 2, pp. 107-115
Persistent link: https://www.econbiz.de/10001176717
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The market model and the event study method : a synthesis of the econometric criticisms
Coutts, J. Andrew - In: International review of financial analysis 3 (1994) 2, pp. 149-171
Persistent link: https://www.econbiz.de/10001178408
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Security price anomalies in an emerging market : the case of the Athens Stock Exchange
Coutts, J. Andrew; Kaplanidis, Christos; Roberts, Jennifer - In: Applied financial economics 10 (2000) 5, pp. 561-571
Persistent link: https://www.econbiz.de/10001527055