Peter Westfall

Texas Tech University - Area of Finance

Lubbock, TX 79409

United States

Learn more about SSRN Profiles

SCHOLARLY PAPERS

2

DOWNLOADS

629

TOTAL CITATIONS

3

Feedback

Scholarly Papers (2)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

1.

Improving Tests of Abnormal Returns by Bootstrapping the Multivariate Regression Model with Event Paraments

Number of pages: 37 Posted: 07 Feb 2004

Scott E. Hein and Peter Westfall

Texas Tech University and Texas Tech University - Area of Finance

Downloads 629 (88,249)

Citation 3

Abstract:

2.

Improving Tests of Abnormal Returns by Bootstrapping the Multivariate Regression Model with Event Parameters

Journal of Financial Econometrics, Vol. 2, No. 3, pp. 451-471, 2004

Posted: 29 Feb 2008

Peter Westfall and Scott E. Hein

Texas Tech University - Area of Finance and Texas Tech University

Abstract:

Feedback

All content on this site: Copyright © 2024 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the relevant licensing terms apply.

We use cookies to help provide and enhance our service and tailor content.

To learn more, visit .