Work

A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk

Year: 2002

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1023/a:1021162208290

Authors: Ken B. Cyree, Ramon P. DeGennaro

Institutions: Texas Tech University, University of Tennessee at Knoxville

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: University of Southern Mississippi

OpenAlex ID: W3123728477

FWCI: 0.547

Cites: 24

Cited by: 21

Related to: 10