Matches in SemOpenAlex for { <https://semopenalex.org/work/W2016208971> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W2016208971 endingPage "516" @default.
- W2016208971 startingPage "516" @default.
- W2016208971 abstract "Many recent papers have estimated components of the disturbance term in the market of equity returns. In particular, several studies of regulatory changes and other policy events have decomposed the event effects in order to allow for heterogeneity across firms. In this paper we demonstrate that the econometric method applied in some papers yields biased and inconsistent estimates of the model parameters. We demonstrate the consistency of a simple and easily-implemented alternative method." @default.
- W2016208971 created "2016-06-24" @default.
- W2016208971 creator A5059139226 @default.
- W2016208971 creator A5073750267 @default.
- W2016208971 date "1990-08-01" @default.
- W2016208971 modified "2023-09-26" @default.
- W2016208971 title "A Simple, Consistent Estimator for Disturbance Components in Financial Models" @default.
- W2016208971 doi "https://doi.org/10.2307/2109361" @default.
- W2016208971 hasPublicationYear "1990" @default.
- W2016208971 type Work @default.
- W2016208971 sameAs 2016208971 @default.
- W2016208971 citedByCount "4" @default.
- W2016208971 crossrefType "journal-article" @default.
- W2016208971 hasAuthorship W2016208971A5059139226 @default.
- W2016208971 hasAuthorship W2016208971A5073750267 @default.
- W2016208971 hasBestOaLocation W20162089712 @default.
- W2016208971 hasConcept C105795698 @default.
- W2016208971 hasConcept C111472728 @default.
- W2016208971 hasConcept C121332964 @default.
- W2016208971 hasConcept C138885662 @default.
- W2016208971 hasConcept C149782125 @default.
- W2016208971 hasConcept C151730666 @default.
- W2016208971 hasConcept C154945302 @default.
- W2016208971 hasConcept C162324750 @default.
- W2016208971 hasConcept C17744445 @default.
- W2016208971 hasConcept C185429906 @default.
- W2016208971 hasConcept C199539241 @default.
- W2016208971 hasConcept C199728807 @default.
- W2016208971 hasConcept C2776436953 @default.
- W2016208971 hasConcept C2777601987 @default.
- W2016208971 hasConcept C2780586882 @default.
- W2016208971 hasConcept C33923547 @default.
- W2016208971 hasConcept C41008148 @default.
- W2016208971 hasConcept C61797465 @default.
- W2016208971 hasConcept C62520636 @default.
- W2016208971 hasConcept C86803240 @default.
- W2016208971 hasConceptScore W2016208971C105795698 @default.
- W2016208971 hasConceptScore W2016208971C111472728 @default.
- W2016208971 hasConceptScore W2016208971C121332964 @default.
- W2016208971 hasConceptScore W2016208971C138885662 @default.
- W2016208971 hasConceptScore W2016208971C149782125 @default.
- W2016208971 hasConceptScore W2016208971C151730666 @default.
- W2016208971 hasConceptScore W2016208971C154945302 @default.
- W2016208971 hasConceptScore W2016208971C162324750 @default.
- W2016208971 hasConceptScore W2016208971C17744445 @default.
- W2016208971 hasConceptScore W2016208971C185429906 @default.
- W2016208971 hasConceptScore W2016208971C199539241 @default.
- W2016208971 hasConceptScore W2016208971C199728807 @default.
- W2016208971 hasConceptScore W2016208971C2776436953 @default.
- W2016208971 hasConceptScore W2016208971C2777601987 @default.
- W2016208971 hasConceptScore W2016208971C2780586882 @default.
- W2016208971 hasConceptScore W2016208971C33923547 @default.
- W2016208971 hasConceptScore W2016208971C41008148 @default.
- W2016208971 hasConceptScore W2016208971C61797465 @default.
- W2016208971 hasConceptScore W2016208971C62520636 @default.
- W2016208971 hasConceptScore W2016208971C86803240 @default.
- W2016208971 hasIssue "3" @default.
- W2016208971 hasLocation W20162089711 @default.
- W2016208971 hasLocation W20162089712 @default.
- W2016208971 hasLocation W20162089713 @default.
- W2016208971 hasOpenAccess W2016208971 @default.
- W2016208971 hasPrimaryLocation W20162089711 @default.
- W2016208971 hasRelatedWork W1147719312 @default.
- W2016208971 hasRelatedWork W173979730 @default.
- W2016208971 hasRelatedWork W1790835496 @default.
- W2016208971 hasRelatedWork W192581482 @default.
- W2016208971 hasRelatedWork W1974731576 @default.
- W2016208971 hasRelatedWork W2004900550 @default.
- W2016208971 hasRelatedWork W2011292954 @default.
- W2016208971 hasRelatedWork W2017367382 @default.
- W2016208971 hasRelatedWork W2043519394 @default.
- W2016208971 hasRelatedWork W2056993008 @default.
- W2016208971 hasRelatedWork W2116170187 @default.
- W2016208971 hasRelatedWork W2138467658 @default.
- W2016208971 hasRelatedWork W2257292077 @default.
- W2016208971 hasRelatedWork W253946315 @default.
- W2016208971 hasRelatedWork W3017422019 @default.
- W2016208971 hasRelatedWork W3080250129 @default.
- W2016208971 hasRelatedWork W3123584825 @default.
- W2016208971 hasRelatedWork W756275020 @default.
- W2016208971 hasRelatedWork W765106285 @default.
- W2016208971 hasRelatedWork W309297700 @default.
- W2016208971 hasVolume "72" @default.
- W2016208971 isParatext "false" @default.
- W2016208971 isRetracted "false" @default.
- W2016208971 magId "2016208971" @default.
- W2016208971 workType "article" @default.