Trading frequency and event study test specification

Journal of Banking and Finance

Volumn 20, Issue 10, 1996, Pages 1731-1757

  Cowan, Arnold R ^a   Sergeant, Anne M A ^a  

^a IOWA STATE UNIVERSITY   (United States)

Author keywords

Event study research methodology; Nasdaq; Nonparametric tests; Thin trading; Trading volume

Indexed keywords

EID: 0030527263     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(96)00021-0     Document Type: Article

References (15)

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