Does the market model provide a good counterfactual for event studies in finance?
Crossref DOI link: https://doi.org/10.1007/s11408-019-00325-4
Published Online: 2019-03-04
Published Print: 2019-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Castro-Iragorri, Carlos
Text and Data Mining valid from 2019-03-01
Article History
First Online: 4 March 2019