A note on testing AR and CAR for event studies
Year of publication: |
2023
|
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Authors: | Wolf, Michael |
Publisher: |
Zurich : University of Zurich, Department of Economics |
Subject: | Cumulative abnormal return | event study | permutation test |
Series: | Working Paper ; 425 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.5167/uzh-229116 [DOI] 1837159122 [GVK] hdl:10419/268859 [Handle] |
Classification: | C12 - Hypothesis Testing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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A note on testing AR and CAR for event studies
Nguyen, Phuong Anh, (2023)
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Single-firm inference in event studies via the permutation test
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