Andrew Phin

University of New South Wales (UNSW)

UNSW Business School

High St

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

1

DOWNLOADS

122

CITATIONS

0

Scholarly Papers (1)

Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement

UNSW Australian School of Business Research Paper No. 2013 BFIN 06
Number of pages: 20 Posted: 29 Aug 2013 Last Revised: 20 Aug 2018
University of New South Wales (UNSW), Federal Reserve Board, UNSW Business School, University of New South Wales and University of New South Wales
Downloads 104 (256,348)

Abstract:

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event studies, intraday returns, systematic risk

Level Shifts in Beta, Spurious Abnormal Returns and the Tarp Announcement

FEDS Working Paper No. 2018-081
Number of pages: 21 Posted: 03 Dec 2018 Last Revised: 21 Feb 2019
University of New South Wales (UNSW), Federal Reserve Board, UNSW Business School, University of New South Wales and University of New South Wales
Downloads 18 (545,038)

Abstract:

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Event studies, Intraday returns, Systematic risk