Interacting biases, non-normal return distributions and the performance of tests for long-horizon event studies
- 30 April 2001
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 25 (4) , 741-765
- https://doi.org/10.1016/s0378-4266(00)00094-7
Abstract
No abstract availableKeywords
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