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1 Ergebnisse
1
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
Using Pooled Time-Series and Cross-Section Data to Test the Firm and Time Effects in Financial Analyses
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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