Testing excess returns on event days : log returns vs. dollar returns
Tiago Duarte-Silva; Maria Tripolski Kimel
| Year of publication: |
2014
|
|---|---|
| Authors: | Duarte-Silva, Tiago ; Kimel, Maria Tripolski |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 11.2014, 2, p. 173-182
|
| Subject: | Event study | Dollar return | Statistical significance | Kapitaleinkommen | Capital income | Ereignisstudie | US-Dollar | US dollar | Ankündigungseffekt | Announcement effect | Theorie | Theory | Börsenkurs | Share price | Währungssubstitution | Currency substitution | Portfolio-Management | Portfolio selection | CAPM | Wechselkurs | Exchange rate | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10010441189