Faculty of Business Administration, University of Windsor, and J. L. Kellogg Graduate School of Management, Northwestern University, respectively. We appreciate the suggestions and comments of Yash Aneja, Carla Hayn, Bob Korajczyk, Bill Salatka, participants at the accounting and finance group doctoral seminar at the University of Kansas, and the anonymous referee. We are especially grateful to the referee whose insight and suggestions improved the paper significantly. Chandra's research was supported by the Social Sciences and Humanities Research Council of Canada.
More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm-Specific Variables for Cross-Sectional Studies
Version of Record online: 30 APR 2012
© 1992 the American Finance Association
The Journal of Finance
Volume 47, Issue 5, pages 2055–2070, December 1992
How to Cite
CHANDRA, R. and BALACHANDRAN, B. V. (1992), More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm-Specific Variables for Cross-Sectional Studies. The Journal of Finance, 47: 2055–2070. doi: 10.1111/j.1540-6261.1992.tb04697.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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