Conducting Long-Run Event Studies in Asia-Pacific Security Markets
Year of publication: |
2015
|
---|---|
Authors: | Dutta, Anupam |
Other Persons: | Pynnonen, Seppo (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Asiatisch-pazifischer Raum | Asia-Pacific region | Ereignisstudie | Event study | Wertpapierhandel | Securities trading | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 18, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2620486 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A stochastic volatility model with conditional skewness
Feunou, Bruno, (2011)
-
The Short-Term Price Impact of Trades Is Universal
Toth, Bence, (2018)
-
A Dynamic Market Microstructure Model with Market Orders and Random Order Book Depth
Osterrieder, Joerg, (2017)
- More ...
-
A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies
Dutta, Anupam, (2017)
-
Distribution of Linear Transformations of Internally Studentized Least Squared Residuals
Pynnonen, Seppo, (2011)
-
Market Power, Bank Megamergers, And the Welfare of Bank Borrowers
Fraser, Donald R., (2011)
- More ...