Working Paper

More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm Specific Variables for Cross-sectional Studies

Journal of Finance
Author(s)

Bala Balachandran

Date Published: 11/04/2014
Citations: Balachandran, Bala. 2014. More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm Specific Variables for Cross-sectional Studies. Journal of Finance.
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