A robust and powerful test of abnormal stock returns in long-horizon event studies
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Publication:114256
DOI10.1016/J.JEMPFIN.2018.02.004WikidataQ130187455 ScholiaQ130187455MaRDI QIDQ114256
James W. Kolari, Anupam Dutta, Johan Knif, Seppo Pynnonen
Publication date: June 2018
Published in: Journal of Empirical Finance (Search for Journal in Brave)
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