Event studies correcting for nonnormality using the wild bootstrap
Andros Gregoriou
| Year of publication: |
2014
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|---|---|
| Authors: | Gregoriou, Andros |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 13/15, p. 1054-1056
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| Subject: | event studies | wild bootstrap | stock price revisions | Börsenkurs | Share price | Bootstrap-Verfahren | Bootstrap approach | Ereignisstudie | Event study | Schätztheorie | Estimation theory | Ankündigungseffekt | Announcement effect | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010418235