Time series and cross-section parameter stability in the market model
By: the implications for event studies ; J. Andrew Coutts, Terence C. Mills and Jennifer Roberts.
Contributors: Mills, Terence C.; Roberts, Jennifer.
Series: Discussion paper series, economics / Sheffield University, School of Management -- no.95.13; Discussion paper series, economics (Sheffield University, School of Management) -- no.95.13.
Publisher: Sheffield University, School of Management
Published: 1995
Place of publication: Sheffield
Language: eng