Short-horizon event study estimation with a STAR model and real contaminated events
Panayiotis C. Andreou, Christodoulos Louca, Christos S. Savva
| Year of publication: |
October 2016
|
|---|---|
| Authors: | Andreou, Panayiotis C. ; Louca, Christodoulos ; Savva, Christos S. |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 47.2016, 3, p. 673-697
|
| Subject: | Event studies | Test statistics | Contaminated events | Markov switching regression model | Smooth Transition Auto Regressive model | Schätztheorie | Estimation theory | Ereignisstudie | Event study | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Schätzung | Estimation | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-015-0515-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011595698