Regression vs. non-regression models of normal returns: implications for event studies

DOI10.1016/S0165-1765(99)00065-8zbMath0970.91521MaRDI QIDQ1960360

Kevin Holland, John Cable

Publication date: 12 January 2000

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

robust estimationabnormal returnsevent studies

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (1)

Robust vs. OLS estimation of the market model: implications for event studies

Cites Work

• Estimating Long-Run Economic Equilibria

This page was built for publication: Regression vs. non-regression models of normal returns: implications for event studies