@article{article, title = {{Time series and cross-section parameter stability in the market model: the implications for event studies}}, publisher = {{Informa UK Limited}}, url = {{}}, year = {{1997}}, month = {{1}}, author = {{Andrew Coutts J and Mills TC and Roberts J}}, doi = {{10.1080/135184797337462}}, volume = {{3}}, journal = {{The European Journal of Finance}}, issue = {{3}}, pages = {{243-259}}, note = {{Accessed on 2024/10/23}}}