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Nonparametric rank tests for event studies
Kolari, James W.; Pynnönen, Seppo - In: Journal of empirical finance 18 (2011) 5, pp. 953-971
Persistent link: https://www.econbiz.de/10009492522
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Event study testing with cross-sectional correlation of abnormal returns
Kolari, James W.; Pynnönen, Seppo - In: The review of financial studies 23 (2010) 11, pp. 3996-4025
Persistent link: https://www.econbiz.de/10008759865
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Further evidence on long-run abnormal returns after corporate events
Kolari, James W.; Pynnönen, Seppo; Tuncez, Ahmet M. - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 421-439
Persistent link: https://www.econbiz.de/10012656438
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A robust and powerful test of abnormal stock returns in long-horizon event studies
Dutta, Anupam; Knif, Johan; Kolari, James W.; … - In: Journal of empirical finance 47 (2018), pp. 1-24
Persistent link: https://www.econbiz.de/10012103461
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On long-run stock returns after corporate events
Kolari, James W.; Pynnönen, Seppo; Tuncez, Ahmet M. - In: Critical finance review 11 (2022) 1, pp. 117-167
Persistent link: https://www.econbiz.de/10013455601
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Dynamic risk adjustment in long-run event study tests
Han, Yao; Kolari, James W.; Pynnönen, Seppo - In: Applied economics 56 (2024) 6, pp. 744-764
Persistent link: https://www.econbiz.de/10014440123