A robust and powerful test of abnormal stock returns in long-horizon event studies
Year of publication: |
2018
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Authors: | Dutta, Anupam ; Knif, Johan ; Kolari, James W. ; Pynnönen, Seppo |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 47.2018, p. 1-24
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Subject: | Abnormal returns | IPOs | Long-run event study | SEOs | Standardized returns | Kapitaleinkommen | Capital income | Ereignisstudie | Event study | Börsengang | Initial public offering | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Kapitalmarktrendite | Capital market returns | Schätztheorie | Estimation theory |
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