paper:using_daily_stock_returns_case_of_event_studies
Using daily stock returns: The case of event studies
Brown, Stephen J., and Jerold B. Warner. “Using daily stock returns: The case of event studies.” Journal of financial economics 14, no. 1 (1985): 3-31.
paper/using_daily_stock_returns_case_of_event_studies.txt · 最后更改: 2023/11/10 12:13 由 127.0.0.1