Event-study methodology under conditions of event-induced variance
作者： Ekkehart Boehmer , Jim Masumeci , Annette B Poulsen
DOI: 10.1016/0304-405X(91)90032-F
关键词:
摘要: Many authors have identified the hazards of ignoring event-induced variance in event studies. To determine the practical extent of the problem, we simulate an event with stochastic …
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