Examining the sensitivity of the standardized cumulative prediction error as an event study test statistic
Year of publication: |
1991
|
---|---|
Other Persons: | Glascock, John Leslie (contributor) |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 43.1991, 1, p. 49-57
|
Subject: | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory | USA | United States | 1963-1986 |
-
Hypothesis testing in event studies : the case of variance changes
Giaccotto, Carmelo, (1996)
-
Higgins, Eric James, (1998)
-
Estimating earnings response coefficients : pooled versus firm-specific models
Teets, Walter R., (1996)
- More ...
-
Special issue on REITs: the maturation of a developing industry : REITs in the 1990s
Glascock, John Leslie, (2000)
-
Further evidence on the integration of REIT, bond, and stock returns
Glascock, John Leslie, (2000)
-
Announcement effects of bond rating changes on common stock prices
Glascock, John Leslie, (1984)
- More ...