Anupam Dutta

University of Vaasa - Department of Mathematics and Statistics

Wolffintie 34

65200 Vaasa

Finland

SCHOLARLY PAPERS

2

DOWNLOADS

376

CITATIONS

4

Scholarly Papers (2)

1.

A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies

Number of pages: 64 Posted: 11 Jul 2013 Last Revised: 05 Oct 2017
University of Vaasa - Department of Mathematics and Statistics, Hanken School of Economics / Department of Finance and Statistics, Texas A&M University - Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Downloads 324 (91,469)
Citation 1

Abstract:

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Abnormal returns, Long-run event study, Standardized returns, IPOs, SEOs

2.

Conducting Long-Run Event Studies in Asia-Pacific Security Markets

Number of pages: 20 Posted: 20 Jun 2015
Anupam Dutta and Seppo Pynnonen
University of Vaasa - Department of Mathematics and Statistics and University of Vaasa, Department of Mathematics and Statistics
Downloads 52 (376,614)
Citation 5

Abstract:

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Long-run anomalies, Standardized abnormal returns, Test specification, Power of test