Nonparametric tests for event studies under cross-sectional depedence
Year of publication: |
2021
|
---|---|
Authors: | Pelagatti, Matteo M. ; Maranzano, Paolo |
Published in: |
Quarterly journal of finance & accounting : QJFA. - Omaha, Neb. : Creighton Univ., ISSN 1939-8123, ZDB-ID 2432432-2. - Vol. 59.2021, 1/2, p. 29-74
|
Subject: | Rank Test | Event Study | Abnormal Returns | Cross-sectional Dependence | Global Financial Crisis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Ereignisstudie | Event study | Finanzkrise | Financial crisis | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Ankündigungseffekt | Announcement effect | Statistischer Test | Statistical test |
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