A modified Corrado test for assessing abnormal security returns
Year of publication: |
2011
|
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Authors: | Ataullah, Ali ; Song, Xiaojing ; Tippett, Mark |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 17.2011, 7/8, p. 589-601
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Subject: | abnormal return | Corrado test | Edgeworth expansion | normal distribution | rank | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Statistischer Test | Statistical test |
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