๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Implications of trade reform for agricultural markets in northeast Asia: a Korean example

โœ Scribed by Daniel A Sumner; Hyunok Lee; Daniel G Hallstrom


Book ID
114177890
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
118 KB
Volume
21
Category
Article
ISSN
0169-5150

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Handling missing prices in a thinly trad
โœ Juha-Pekka Kallunki ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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