A performance comparison between cross-sectional stochastic dominance and traditional event study methodologies

Review of Quantitative Finance and Accounting

Volumn 12, Issue 2, 1999, Pages 103-113

  Larsen Jr , Glen A ^a   Resnick, Bruce G ^b  

^a INDIANA UNIVERSITY   (United States)

^b WAKE FOREST UNIVERSITY   (United States)

Author keywords

Abnormal returns; Portfolio performance; Stochastic dominance

Indexed keywords

EID: 0041722417     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/a:1008376819903     Document Type: Review

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