مرکز منطقه ای اطلاع رساني علوم و فناوري - Interacting biases, non-normal return distributions and the performance of tests for long-horizon event studies

Title of article :

Interacting biases, non-normal return distributions and the performance of tests for long-horizon event studies

Author/Authors :

Arnold R. Cowan، نويسنده , , Anne M. A. Sergeant، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

741

To page :

765

Keywords :

Event studies , Long-horizon performance , Abnormal returns , Winsorization

Journal title :

Journal of Banking and Finance

Serial Year :

2001

Journal title :

Journal of Banking and Finance

Record number :

193265

Link To Document :