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ECONIS (ZBW)
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1
Stock return outliers and beta estimation : the case of U.S. pharmaceutical companies
Theodossiou, Alexandra K.
;
Theodossiou, Panayiotis
- In:
Journal of international financial markets, …
30
(
2014
),
pp. 153-171
Persistent link: https://www.econbiz.de/10011293772
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Consequences of outlier returns for event studies : a methodological investigation and treatment
Theodossiou, Panayiotis
;
Theodossiou, Alexandra
- In:
The international journal of accounting : TIJA
56
(
2021
)
3
,
pp. 2150013-1-23
Persistent link: https://www.econbiz.de/10012670646
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3
Impact of COVID-19 on global stock market volatility
Kusumahadi, Teresia Angelia
;
Permana, Fikri C.
- In:
Journal of economic integration : jei
36
(
2021
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012593273
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4
Event studies correcting for nonnormality using the wild bootstrap
Gregoriou, Andros
- In:
Applied economics letters
21
(
2014
)
13/15
,
pp. 1054-1056
Persistent link: https://www.econbiz.de/10010418235
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5
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
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6
Stock return predictability : evaluation based on interval forecasts
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Bulletin of economic research
74
(
2022
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10013188680
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7
A threshold model approach to estimating the abnormal stock returns
Chong, Terence Tai-Leung
;
Mak, Wing Hei
;
Yan, Isabel K. M.
- In:
Annals of financial economics
8
(
2013
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010192088
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8
Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Cuñado …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
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9
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
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10
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
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