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Decomposing abnormal returns in stochastic linear models - MaRDI portal

Decomposing abnormal returns in stochastic linear models (Q2444181)

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Decomposing abnormal returns in stochastic linear models
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    Decomposing abnormal returns in stochastic linear models (English)
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    8 April 2014
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    abnormal returns
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    Oaxaca decomposition
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    event study
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    market model
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