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Keywords: Regression
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Journal Articles
International Journal of Managerial Finance (2014) 10 (4): 418–431.
Published: 26 August 2014
...Imre Karafiath Purpose – In the finance literature, fitting a cross-sectional regression with (estimated) abnormal returns as the dependent variable and firm-specific variables (e.g. financial ratios) as independent variables has become de rigueur for a publishable event study...
