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Lee, Cheng F.
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Review of quantitative finance and accounting
Journal of econometrics
536
NBER working paper series
427
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326
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ECONIS (ZBW)
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1
An evaluation of testing procedures for long horizon event studies
Ang, James S.
;
Zhang, Shaojun
- In:
Review of quantitative finance and accounting
23
(
2004
)
3
,
pp. 251-274
Persistent link: https://www.econbiz.de/10002418437
Saved in:
2
Bootstrap tests for multivariate event studies
Chou, Pin-huang
- In:
Review of quantitative finance and accounting
23
(
2004
)
3
,
pp. 275-290
Persistent link: https://www.econbiz.de/10002418441
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3
Refining the bootstrap method of stochastic dominance analysis : the case of the January effect
Larsen, Glen A.
;
Resnick, Bruce G.
- In:
Review of quantitative finance and accounting
7
(
1996
)
1
,
pp. 65-79
Persistent link: https://www.econbiz.de/10001467530
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4
Time diversification and security preferences : a stochastic dominance analysis
Hodges, Charles W.
;
Yoder, James A.
- In:
Review of quantitative finance and accounting
7
(
1996
)
3
,
pp. 289-298
Persistent link: https://www.econbiz.de/10001467580
Saved in:
5
Bootstrap refinements in tests of microstructure frictions
George, Thomas J.
;
Hwang, Chuan-yang
;
Ronen, Tavy
- In:
Review of quantitative finance and accounting
35
(
2010
)
1
,
pp. 47-70
Persistent link: https://www.econbiz.de/10008797145
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6
Investor sentiment and bitcoin prices
Koutmos, Dimitrios
- In:
Review of quantitative finance and accounting
60
(
2023
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10013548963
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7
ARDL approach to the exchange rate overshooting in Taiwan
Nieh, Chien-chung
;
Wang, Yu-shan
- In:
Review of quantitative finance and accounting
25
(
2005
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10003007546
Saved in:
8
A variance ratio test of the behaviour of some FTSE equity indices using ranks and signs
Belaire-Franch, Jorge
;
Opong, Kwaku K.
- In:
Review of quantitative finance and accounting
24
(
2005
)
1
,
pp. 93-107
Persistent link: https://www.econbiz.de/10002627139
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9
Smooth transition ARCH models . estimation and testing
Lee, Junsoo
;
DeGennaro, Ramon P.
- In:
Review of quantitative finance and accounting
15
(
2000
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10001520697
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10
Does post-earnings-announcement drift in stock prices reflect a market inefficiency? : A stochastic dominance approach
Bernard, Victor L.
;
Seyhun, H. Nejat
- In:
Review of quantitative finance and accounting
9
(
1997
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10001590893
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