Journal of Financial and Quantitative Analysis Vol. 12 No. 3 1977
Using Pooled Time-Series and Cross-Section Data to Test the Firm and Time Effects in Financial Analyses
Abstract
Hui-shyong Chang, Cheng F. Lee, Using Pooled Time-Series and Cross-Section Data to Test the Firm and Time Effects in Financial Analyses, The Journal of Financial and Quantitative Analysis, Vol. 12, No. 3 (Sep., 1977), pp. 457-471
- DOI
- 10.2307/2330545
- Volume
- 12
- Issue
- 3
- Pages
- 457
- Sources
- openalex crossref