Nonparametric rank tests for event studies
Year of publication: |
2011
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Authors: | Kolari, James W. ; Pynnönen, Seppo |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 5, p. 953-971
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Subject: | Rank test | Abnormal returns | Event study | Standardized returns | Kapitaleinkommen | Capital income | Ereignisstudie | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Ankündigungseffekt | Announcement effect | Ranking-Verfahren | Ranking method |
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