Misspecification in event studies
Year of publication: |
August 2017
|
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Authors: | Marks, Joseph M. ; Musumeci, Jim |
Published in: |
The journal of corporate finance : contracting, governance and organization. - Amsterdam : Elsevier, ISSN 0929-1199, ZDB-ID 1189269-9. - Vol. 45.2017, p. 333-341
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Subject: | Event study | Standardized abnormal return | Misspecification | Simulation | Patell test | BMP test | Ereignisstudie | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Modellierung | Scientific modelling | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
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