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Volumn 14, Issue 4, 2000, Pages 361-380

A complete nonparametric event study approach

Author keywords

Event study; Methodology; Nonparametric

Indexed keywords


EID: 13744253261     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/A:1008371810113     Document Type: Article
Times cited : (21)

References (20)
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    • Barber, B.M.1    Lyon, J.D.2
  • 3
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    • Event-Study Methodology under Conditions of Event-Induced Variance."
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  • 5
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    • Using Daily Stock Returns: The Case of Event Studies
    • Brown, S. and J. Warner." Using Daily Stock Returns: The Case of Event Studies." Journal of Financial Economics 14, 3-31, (1985).
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    • Brown, S.1    Warner, J.2
  • 6
    • 0002643496 scopus 로고
    • Measuring Security Price Performance Using Daily NASDAQ Returns
    • Campbell, C. and C. Wasley." Measuring Security Price Performance Using Daily NASDAQ Returns." Journal of Financial Economics 33, 73-92, (1993).
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    • Campbell, C.1    Wasley, C.2
  • 8
    • 38249006133 scopus 로고
    • A Nonparametric Test for Abnormal Security Price Performance in Event Studies
    • Corrado, C.." A Nonparametric Test for Abnormal Security Price Performance in Event Studies." The Journal of Financial Economics 23, 385-395, (1989).
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    • Corrado, C.1
  • 10
    • 0002307657 scopus 로고
    • LAV (Least Absolute Value) Estimation in Linear Regression: A Review
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    • Dielman, T. and R. Pfaffenberger." LAV (Least Absolute Value) Estimation in Linear Regression: A Review." TIMS Studies in Management Sciences: Optimization in Statistics, S. Zonakis and J. Rustagi eds. Amsterdam North Holland Publishing Company 31-52, (1982).
    • (1982) TIMS Studies in Management Sciences: Optimization in Statistics , pp. 31-52
    • Dielman, T.1    Pfaffenberger, R.2
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    • 0031097376 scopus 로고    scopus 로고
    • Measuring Long-Horizon Security Price Performance
    • Kothari, S.P. and J.B. Warner." Measuring Long-Horizon Security Price Performance." Journal of Financial Economics 43, 301-339, (1997).
    • (1997) Journal of Financial Economics , vol.43 , pp. 301-339
    • Kothari, S.P.1    Warner, J.B.2
  • 15
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    • Event Studies in Economics and Finance
    • MacKinlay, A.C.." Event Studies in Economics and Finance." Journal of Economic Literature 35, 13-39, (1997).
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    • Corporate Forecasts of Earnings per Share and Stock Price Behavior: Empirical Tests
    • Patell, J.M. "Corporate Forecasts of Earnings per Share and Stock Price Behavior: Empirical Tests." Journal of Accounting Research 246-276, (1976).
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    • A Simulation Study of Some Nonparametric Regression Estimators
    • Talwar, P.P. "A Simulation Study of Some Nonparametric Regression Estimators." Computational Statistics and Data Analysis, 15, 309-327, (1993).
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    • Talwar, P.P.1
  • 20
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    • A Rank Invariant Method of Linear and Polynomial Regression Analysis
    • Theil, H.." A Rank Invariant Method of Linear and Polynomial Regression Analysis." I, II, and III Nederl. Akad. Wektensch. Proc. 53, 386-392, 521-525 and 1897-1912, (1950).
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    • Theil, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.