Impact of outlier returns on the CAPM model : an investigation using the Huber's M Robust estimation method

von Theodossiou, Alexandra
Veröffentlicht in Computational techniques in economics and finance (2011)

Consequences of outlier returns for event studies : a methodological investigation and treatment

von Theodossiou, Panayiotis
Veröffentlicht in The international journal of accounting (2021)

Determinants of bank long-term lending behavior : evidence from Russia

von Chernykh, Lucy
Veröffentlicht in Multinational finance journal (2011)

Stock return outliers and beta estimation : the case of U.S. pharmaceutical companies

von Theodossiou, Alexandra K.
Veröffentlicht in Journal of international financial markets, institutions & money (2014)