Testing for Changes in Relative Risk

The paper demonstrates a technique for testing for the approximate â€œtimingâ€ of significant changes in relative risk. This technique is useful in cases where we are interested to see whether the timing of such a change is related to certain events in history. It is applied here to changes in relative risk of banking stocks when a mandatory audit requirement was introduced.

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Year of publication:	1985
Authors:	Izan, H. Y.
Published in:	Australian Journal of Management. - Australian School of Business. - Vol. 10.1985, 1, p. 39-48
Publisher:	Australian School of Business
Subject:	RELATIVE RISK \| MANDATORY AUDIT REGULATION

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010769544