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Measuring abnormal performance: The event parameter approach using joint generalized least sqaures

TitleMeasuring abnormal performance: The event parameter approach using joint generalized least sqaures
Publication TypeJournal Article
Year of Publication1986
AuthorsMalatesta, P..
JournalJournal of Financial and Quantitative Analysis
Volume21
Issue1
Pagination27-38
Original PublicationJournal of Financial and Quantitative Analysis
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