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Using Pooled Time-Series and Cross-Section Data to Test the..:

Chang, Hui-shyong ; Lee, Cheng F.
The Journal of Financial and Quantitative Analysis. 12 (1977) 3 - p. 457-471 , 1977

Link: https://www.jstor.org/stable/2330545

RT Journal
T1 <Title>Using Pooled Time-Series and Cross-Section Data to Test the Firm and Time Effects in Financial Analyses</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-2330545&Exemplar=1&LAN=DE
				
A1 Chang, Hui-shyong
A1 Lee, Cheng F.
PB University of Washington Graduate School of Business Administration and the Western Finance Association
YR 1977
SN 0022-1090
SN 1756-6916
K1 Economics
K1 Economic disciplines
K1 Financial economics
K1 Finance
K1 Financial instruments
K1 Financial securities
K1 Capital stocks
K1 Stock prices
K1 Information science
K1 Data products
K1 Datasets
K1 Time series
K1 Stock shares
K1 Mathematics
K1 Mathematical values
K1 Mathematical variables
K1 Mathematical independent variables
K1 Financial investments
K1 Investment returns
K1 Dividends
K1 Financial analysis
K1 Business
K1 Business structures
K1 Applied economics
K1 Economic modeling
K1 Economic models
K1 Information analysis
K1 Data analysis
K1 Regression analysis
K1 Linear regression
K1 Least squares
K1 Pure mathematics
K1 Algebra
K1 Coefficients
JF The Journal of Financial and Quantitative Analysis
VO 12
IS 3
SP 457
OP 471
LK http://dx.doi.org/https://www.jstor.org/stable/2330545
DO https://www.jstor.org/stable/2330545
SF ELIB - SuUB Bremen

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