TY - JOUR T1 - Time series and cross-section parameter stability in the market model: the implications for event studies JO - The European Journal of Finance PY - 1997/01/01 AU - Andrew Coutts J AU - Mills TC AU - Roberts J ED - DO - DOI: 10.1080/135184797337462 PB - Informa UK Limited VL - 3 IS - 3 SP - 243 EP - 259 Y2 - 2024/12/22 ER -