Consequences of outlier returns for event studies : a methodological investigation and treatment
Panayiotis Theodossiou and Alexandra Theodossiou
| Year of publication: |
2021
|
|---|---|
| Authors: | Theodossiou, Panayiotis ; Theodossiou, Alexandra |
| Published in: |
The international journal of accounting : TIJA. - New Jersey : World Scientific, ISSN 0020-7063, ZDB-ID 411149-7. - Vol. 56.2021, 3, p. 2150013-1-23
|
| Subject: | Cumulative abnormal returns | Monte Carlo simulations | multifactor asset pricing models | ordinary least squares method | maximum likelihood outlier-resistant estimation method | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Kapitaleinkommen | Capital income | CAPM | Kleinste-Quadrate-Methode | Least squares method | Ereignisstudie | Event study | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S109440602150013X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012670646