مرکز منطقه ای اطلاع رساني علوم و فناوري - Detecting long-run abnormal stock returns: The empirical power and specification of test statistics

Title of article :

Detecting long-run abnormal stock returns: The empirical power and specification of test statistics

Author/Authors :

Brad M. Barber، نويسنده , , John D. Lyon، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

341

To page :

372

Keywords :

Book-to-market ratios , Event studies , Firm size

Journal title :

Journal of Financial Economics

Serial Year :

1997

Journal title :

Journal of Financial Economics

Record number :

257258

Link To Document :