Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Niklas Ahlgren and Jan Antell
| Year of publication: |
2017
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|---|---|
| Authors: | Ahlgren, Niklas ; Antell, Jan |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 15.2017, 2, p. 286-301
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| Subject: | abnormal return | cross-sectional correlation | event study | spatial autoregressive model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Korrelation | Correlation | Ereignisstudie | Event study | Autokorrelation | Autocorrelation | Querschnittsanalyse | Cross-section analysis | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbw012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011987446