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A nonparametric test for abnormal security-price performance in event studies

✍ Scribed by Charles J Corrado


Book ID
116126710
Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
894 KB
Volume
23
Category
Article
ISSN
0304-405X

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πŸ“œ SIMILAR VOLUMES


Handling missing prices in a thinly trad
✍ Juha-Pekka Kallunki πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 856 KB

This paper employs a simulation approach to provide new evidence on how thin trading affects the specification of the event study methods in a thinly traded environment. We examine the properties of the returns computed with alternative procedures for handling missing prices as well as their impact