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subject:"Financial crisis"
~institution:"East Asian Bureau of Economic Research (EABER)"
~institution:"SUERF - The European Money and Finance Forum"
~isPartOf:"Finance Working Papers"
~subject:"Event study"
~subject:"Monetary policy"
~subject:"central banking"
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Financial crisis
Event study
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central banking
ASEAN Capital Account Liberalization
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Commodity Transaction Tax
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Cross-sector
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Financial Industry
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Futures Market
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Liquidity
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Merger and Acquisition (M&A)
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Mutual fund performance
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Scale Economies
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Seemingly unrelated regression (SUR)
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Sharpe Jensen and Treynor measures of portfolio performance
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capital flows
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Tanuwidjaja, Enrico
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East Asian Bureau of Economic Research (EABER)
SUERF - The European Money and Finance Forum
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Multi Factor SUR in
Event
Study Analysis : Evidence from M&A in Singapore’s Financial Industry
Tanuwidjaja, Enrico
-
East Asian Bureau of Economic Research (EABER)
-
2006
This paper proposes a use of multi-factor seemingly unrelated regression (SUR) in
event
study analysis to study mergers …
Persistent link: https://www.econbiz.de/10009363889
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