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person:"Bohl, Martin T."
~person:"Bhagat, Sanjai"
~person:"Fratzscher, Marcel"
~person:"Gürkaynak, Refet S."
~person:"Menkhoff, Lukas"
~person:"Stefanescu, Razvan"
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Bohl, Martin T.
Bhagat, Sanjai
Fratzscher, Marcel
Gürkaynak, Refet S.
Menkhoff, Lukas
Stefanescu, Razvan
Wolfers, Justin
65
Maennig, Wolfgang
50
Zitzewitz, Eric
50
Hautsch, Nikolaus
44
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42
Stulz, René M.
40
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38
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37
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37
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RePEc
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1
Missing Events in
Event
Studies
: Identifying the Effects of Partially-Measured News Surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
estimate the model by the Kalman filter, which essentially combines OLS- and heteroscedasticity-based
event
study estimators in …
Persistent link: https://www.econbiz.de/10011931979
Saved in:
2
Missing Events in
Event
Studies
: Identifying the Effects of Partially-Measured News Surprises
Gürkaynak, Refet S.
-
2018
estimate the model by the Kalman filter, which essentially combines OLS- and heteroscedasticity-based
event
study estimators in …
Persistent link: https://www.econbiz.de/10012908673
Saved in:
3
Missing Events in
Event
Studies
: Identifying the Effects of Partially-Measured News Surprises
Gürkaynak, Refet S.
-
2018
estimate the model by the Kalman filter, which essentially combines OLS- and heteroskedasticity-based
event
study estimators in …
Persistent link: https://www.econbiz.de/10012911460
Saved in:
4
Missing Events in
Event
Studies
: Identifying the Effects of Partially-Measured News Surprises
Gürkaynak, Refet S.
-
2018
estimate the model by the Kalman filter, which essentially combines OLS- and heteroskedasticity-based
event
study estimators in …
Persistent link: https://www.econbiz.de/10012480669
Saved in:
5
Missing events in
event
studies
: identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011915481
Saved in:
6
Missing events in
event
studies
: identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
estimate the model by the Kalman filter, which essentially combines OLS- and heteroscedasticity-based
event
study estimators in …
Persistent link: https://www.econbiz.de/10011900777
Saved in:
7
Missing events in
event
studies
: identifying the effects of partially measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
- In:
The American economic review
110
(
2020
)
12
,
pp. 3871-3912
Persistent link: https://www.econbiz.de/10012431236
Saved in:
8
Missing events in
event
studies
: identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
9
Identification and inference using
event
studies
Gürkaynak, Refet S.
;
Wright, Jonathan H.
-
2013
Persistent link: https://www.econbiz.de/10009734152
Saved in:
10
Identification and inference using
event
studies
Gürkaynak, Refet S.
;
Wright, Jonathan H.
- In:
Papers in money, macroeconomics and finance : …
81
(
2013
),
pp. 48-65
Persistent link: https://www.econbiz.de/10010254184
Saved in:
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