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More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm-Specific Variables for Cross- Sectional Studies
Authors:
RAMESH CHANDRA BALA V. BALACHANDRAN
Citation:
RAMESH CHANDRA et BALA V. BALACHANDRAN, More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm-Specific Variables for Cross- Sectional Studies, The Journal of finance, 47(05), 1992, pp. 2055
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