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Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation

Research output: Contribution to journalArticle

LanguageEnglish
Non-refereed scientific journalJournal of Financial Econometrics
Number of pages16
ISSN1479-8409
DOIs
StatePublished - 20.01.2017
MoE publication typeA1 Journal article - refereed

    Research areas

  • 112 Statistics and probability - Cross sectional correlation, Spatial autoregressive model
  • 511 Economics - Abnormal return, Cross sectional correlation, Event study, Spatial autoregressive model
  • 512 Business and Management - Abnormal return, Cross sectional correlation, Event study, Spatial autoregressive model

DOI

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