Misspecification of the market model: the implications for event studies

By Coutts J. Andrew   Mills Terence C.   Roberts Jennifer  

Applied Economics Letters, Vol. 2, Iss. 5, 1995-05 ,pp. : 163-165

Routledge Ltd

Access to resources Recommend Favorite

Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem

By Yang Minxian  

Econometric Reviews, Vol. 33, Iss. 1-4, 2014-02 ,pp. : 305-336

Taylor & Francis Ltd

Access to resources Recommend Favorite

Misspecification Testing: Non-Invariance of Expectations Models of Inflation

By Castle Jennifer L.   Doornik Jurgen A.   Hendry David F.   Nymoen Ragnar  

Econometric Reviews, Vol. 33, Iss. 5-6, 2014-08 ,pp. : 553-574

Taylor & Francis Ltd

Access to resources Recommend Favorite

An Econometric‐Driven Merger Simulation: Considerations and Application

By Beard T. Randolph   Ford George   Saba Richard  

International Journal of the Economics of Business, Vol. 13, Iss. 2, 2006-07 ,pp. : 217-228

Routledge Ltd

Access to resources Recommend Favorite

Regression vs. non-regression models of normal returns: implications for event studies

By Cable J.   Holland K.  

Economics Letters, Vol. 64, Iss. 1, 1999-07 ,pp. : 81-85

Elsevier

Access to resources Recommend Favorite