Robust inference in single firm/single event analyses
Ralf Elsas, Daniela Stephanie Schoch
| Year of publication: |
2023
|
|---|---|
| Authors: | Elsas, Ralf ; Schoch, Daniela |
| Published in: |
The journal of corporate finance : contracting, governance and organization. - Amsterdam : Elsevier, ISSN 0929-1199, ZDB-ID 1189269-9. - Vol. 80.2023, p. 1-26
|
| Subject: | Event studies | Inference | Monte Carlo simulation | Volatility | Structural breaks | Monte-Carlo-Simulation | Volatilität | Strukturbruch | Structural break | Ereignisstudie | Event study | Simulation | Schätztheorie | Estimation theory | Ankündigungseffekt | Announcement effect | Induktive Statistik | Statistical inference | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcorpfin.2023.102391 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014365119