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Nonparametric rank tests for event studies
Kolari, James W.; Pynnönen, Seppo - In: Journal of empirical finance 18 (2011) 5, pp. 953-971
Persistent link: https://www.econbiz.de/10009492522
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Dynamics of interest and inflation rates
Anari, Ali; Kolari, James W. - In: Journal of empirical finance 39 (2016), pp. 129-144
Persistent link: https://www.econbiz.de/10011663315
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The Fisher puzzle, real rate anomaly, and Wicksell effect
Anari, Ali; Kolari, James W. - In: Journal of empirical finance 52 (2019), pp. 128-148
Persistent link: https://www.econbiz.de/10012170669
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A robust and powerful test of abnormal stock returns in long-horizon event studies
Dutta, Anupam; Knif, Johan; Kolari, James W.; … - In: Journal of empirical finance 47 (2018), pp. 1-24
Persistent link: https://www.econbiz.de/10012103461
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On the stability of stablecoins
Grobys, Klaus; Junttila, Juha; Kolari, James W.; … - In: Journal of empirical finance 64 (2021), pp. 207-223
Persistent link: https://www.econbiz.de/10013259412
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An empirical analysis of the role of the trading intensity in information dissemination on the NYSE
Spierdijk, Laura - In: Journal of empirical finance 11 (2004) 2, pp. 163-184
Persistent link: https://www.econbiz.de/10001880919
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An empirical analysis of the role of the trading intensity in information dissemination on the NYSE
Spierdijk, Laura - In: Journal of empirical finance 11 (2004) 2, pp. 163-184
Persistent link: https://www.econbiz.de/10007230872
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Systemic risk with endogenous loss given default
IJtsma, Pieter; Spierdijk, Laura - In: Journal of empirical finance 44 (2017), pp. 145-157
Persistent link: https://www.econbiz.de/10011818007
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Nonparametric rank tests for event studies
Kolari, James W.; Pynnonen, Seppo - In: Journal of empirical finance 18 (2011) 5, pp. 953-972
Persistent link: https://www.econbiz.de/10009801741