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Juan Carlos Bou

Jaume I University - Department of Business Administration and Marketing

Avinguda Sos Baynat s/n

12080 Castello

Spain

  • Jaume I University - Department of Business Administration and Marketing

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The Persistence of Abnormal Returns at Industry and Firm Levels

UPF Economics and Business Working Paper No. 729
Number of pages: 34 Posted: 12 Jul 2004
Juan Carlos Bou and Albert Satorra
Jaume I University - Department of Business Administration and Marketing and Universitat Pompeu Fabra
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Citation 9

Abstract:

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Returns of assets, abnormal returns, persistence, two-level, structural equations