Interacting biases, non-normal return distributions and the perfomance of tests for long-horizon event studies
Year of publication: |
2001
|
---|---|
Authors: | Cowan, Arnold Richard ; Sergeant, Anne M. A. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 25.2001, 4, p. 741-765
|
Subject: | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Theorie | Theory |
-
Mathematische Grundlagen des modernen Portfolio-Managements
Auckenthaler, Christoph, (1991)
-
Selection of the right risk measures for portfolio allocation
Nguyen, Thanh, (2014)
-
Asset pricing with time-varying betas for stock traded on S&P 500
Messis, Petros, (2014)
- More ...
-
Trading frequency and event study test specification
Cowan, Arnold Richard, (1996)
-
Trading frequency and event study test specification
Cowan, Arnold R., (1996)
-
Cowan, Arnold R., (2001)
- More ...