AN APPROACH TO STATISTICAL-INFERENCE IN CROSS-SECTIONAL MODELS WITH SECURITY ABNORMAL RETURNS AS DEPENDENT VARIABLE

被引:125
作者
SEFCIK, SE [1 ]
THOMPSON, R [1 ]
机构
[1] UNIV PENN, PHILADELPHIA, PA 19104 USA
关键词
D O I
10.2307/2491136
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
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页码:316 / 334
页数:19
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