1.Boehmer,Ekkehart, Annette Poulsen, Jim Masumeci. 1991. "Event-study
methodology under conditions of event-induced variance". Journal of
Financial Economics 30: 253-272.
2.Fama,E.F., and J.MacBeth. 1973. "The cross-section of expected
stock returns". Journal of Finance 47(2):427-465.
att, 已解决,thx
[此贴子已经被作者于2008-8-8 13:00:40编辑过]


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