An investigation of event study methodologies with clustered events and event day uncertainty

Review of Quantitative Finance and Accounting

Volumn 8, Issue 3, 1997, Pages 211-228

  Lee, Sang H ^a,b   Varela, Oscar ^c  

^a Korea Securities Dealers Association   (South Korea)

^b Korea Securities Research Institute   (South Korea)

^c UNIVERSITY OF NEW ORLEANS   (United States)

Author keywords

Contemporaneous Correlations; Event Clustering; Event Day Uncertainty; Event Study Methods

Indexed keywords

EID: 0000039580     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/a:1008258820244     Document Type: Article

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