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Cross-Sectional Dependence And Problems In Inference In Market-Based Accounting Research

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  • BERNARD, VL

Abstract

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Suggested Citation

  • Bernard, Vl, 1987. "Cross-Sectional Dependence And Problems In Inference In Market-Based Accounting Research," Journal of Accounting Research, Wiley Blackwell, vol. 25(1), pages 1-48.
    • Handle: RePEc:bla:joares:v:25:y:1987:i:1:p:1-48
    DOI: http://hdl.handle.net/10.2307/2491257
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    More about this item

    Keywords

    Research Methodology; Cross-Sectional dependence; Stock returns; Standard errors;
    All these keywords.

    JEL classification:

    • M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
    • C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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