1985•Journal of Financial EconomicsRequires access
Using daily stock returns
Stephen J. Brown, Jerold B. Warner
Open publisher page 6,665 citations
Abstract
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Stephen J. Brown, Jerold B. Warner
Abstract
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OpenAlex reports 6665 citations for this work. Citation counts describe recorded attention and do not establish research quality.
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Key concepts: Econometrics, Autocorrelation, Stock (firearms), Statistics, Event study, Variance (accounting), Economics, Mathematics