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Tests for abnormal returns under weak cross sectional dependence
Ahlgren, Niklas; Antell, Jan - 2012
Persistent link: https://www.econbiz.de/10009563473
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Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas; Antell, Jan - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 286-301
Persistent link: https://www.econbiz.de/10011987446