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The market model and the event study method: A rejoinder

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  • Coutts, J. Andrew
  • Mills, Terence C.
  • Roberts, Jennifer

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  • Coutts, J. Andrew & Mills, Terence C. & Roberts, Jennifer, 1996. "The market model and the event study method: A rejoinder," International Review of Financial Analysis, Elsevier, vol. 5(1), pages 83-86.
    • Handle: RePEc:eee:finana:v:5:y:1996:i:1:p:83-86
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    References listed on IDEAS

    as
    1. Corrado, Charles J. & Zivney, Terry L., 1992. "The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(3), pages 465-478, September.
    2. Coutts, J. Andrew & Mills, Terence C. & Roberts, Jennifer, 1994. "The market model and the event study method: A synthesis of the econometric criticisms," International Review of Financial Analysis, Elsevier, vol. 3(2), pages 149-171.
    3. Corrado, Charles J., 1989. "A nonparametric test for abnormal security-price performance in event studies," Journal of Financial Economics, Elsevier, vol. 23(2), pages 385-395, August.
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