Contemporary event study test: event-induced variance and cross correlation among abnormal returns in dividend
Although many literatures related to event studies have reported the problem of event-induced variance and cross correlation among abnormal returns, a lot of researchers still employ conventional event-study methods which tend to reject the null hypothesis of zero average abnormal returns too freque...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | en |
| Published: |
Faculty of Economics and Management, Universiti Putra Malaysia
2018
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| Online Access: | http://psasir.upm.edu.my/id/eprint/16083/1/2%29%20Contemporary%20Event%20Study%20Test.pdf http://psasir.upm.edu.my/id/eprint/16083/ http://www.ijem.upm.edu.my/vol12_noS2/2)%20Contemporary%20Event%20Study%20Test.pdf |
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