Nonparametric rank tests for event studies

Journal of Empirical Finance

Volumn 18, Issue 5, 2011, Pages 953-971

  Kolari, James W ^a   Pynnonen, Seppo ^b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b UNIVERSITY OF VAASA   (Finland)

Author keywords

Abnormal returns; Event study; Rank test; Standardized returns

Indexed keywords

EID: 81455158704     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2011.08.003     Document Type: Article

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