Improved methods for tests of long-run abnormal stock returns

Lyon, John D., Barber, Brad M., Tsai, Chih-Ling . The Journal of Finance 1999. 54 :165-201

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Bibtex

@article{CIS-157227,
  Author = {Lyon, John D. and Barber, Brad M. and Tsai, Chih-Ling},
  Title = {Improved methods for tests of long-run abnormal stock returns},
  Journal = {The Journal of Finance},
  Volume = {54},
  Year = {1999},
  Pages = {165--201},
  Keywords = {Time series, Finance}
}

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