paper:detecting_long_run_abnormal_stock_returns_empirical_power_specification_of_test_statistics
Detecting long-run abnormal stock returns: The empirical power and specification of test statistics
Barber, Brad M., and John D. Lyon. “Detecting long-run abnormal stock returns: The empirical power and specification of test statistics.” Journal of financial economics 43, no. 3 (1997): 341-372.
paper/detecting_long_run_abnormal_stock_returns_empirical_power_specification_of_test_statistics.txt · 最后更改: 2023/11/10 12:13 由 127.0.0.1