DERIVED FACTORS IN EVENT STUDIES

被引：26

作者：

BROWN, SJ

WEINSTEIN, MI

机构：

[1] UNIV SO CALIF,LOS ANGELES,CA 90089

[2] BELL COMMUN RES INC,MURRAY HILL,NJ

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1985年 / 14卷 / 03期

关键词：

D O I：

10.1016/0304-405X(85)90010-8

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：491 / 495

页数：5

相关论文

共 6 条

[1] USING DAILY STOCK RETURNS - THE CASE OF EVENT STUDIES
BROWN, SJ
WARNER, JB
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (01) : 3 - 31
[2] A NEW APPROACH TO TESTING ASSET PRICING-MODELS - THE BILINEAR PARADIGM
BROWN, SJ
WEINSTEIN, MI
[J]. JOURNAL OF FINANCE, 1983, 38 (03) : 711 - 743
[3] ARBITRAGE, FACTOR STRUCTURE, AND MEAN-VARIANCE ANALYSIS ON LARGE ASSET MARKETS
CHAMBERLAIN, G
ROTHSCHILD, M
[J]. ECONOMETRICA, 1983, 51 (05) : 1281 - 1304
[4] CHEN N, 1984, UNPUB EC FORCES STOC
[5] CONNER G, 1986, UNPUB J FINANCIAL EC
[6] SINCLAIR NA, 1981, UNPUB SECURITY RETUR