Non-parametric statistic for testing cumulative abnormal stock returns
Year of publication: |
2022
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Authors: | Pynnönen, Seppo |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 4, Art.-No. 149, p. 1-13
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Subject: | finance | economics | event study | clustered event days | cross-sectional correlation | cumulated ranks | rank test | standardized abnormal returns | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Ranking-Verfahren | Ranking method | Ereignisstudie | Event study | Nichtparametrisches Verfahren | Nonparametric statistics | Ankündigungseffekt | Announcement effect | Aktienmarkt | Stock market | Statistische Methodenlehre | Statistical theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15040149 [DOI] hdl:10419/258872 [Handle] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; C10 - Econometric and Statistical Methods: General. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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