Work

Using Pooled Time-Series and Cross-Section Data to Test the Firm and Time Effects in Financial Analyses

Year: 1977

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2330545

Authors: Hui-shyong Chang, Cheng F. Lee

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2081135209

FWCI: 1.15

Cites: 7

Cited by: 34

Related to: 10