Bernd Pape

University of Vaasa - Department of Mathematics and Statistics

Wolffintie 34

65200 Vaasa

Finland

SCHOLARLY PAPERS

1

DOWNLOADS

132

CITATIONS

0

Scholarly Papers (1)

1.

Event Study Testing with Cross-Sectional Correlation Due to Partially Overlapping Event Windows

Mays Business School Research Paper No. 3167271
Number of pages: 31 Posted: 23 Apr 2018 Last Revised: 24 Sep 2018
Texas A&M University - Department of Finance, University of Vaasa - Department of Mathematics and Statistics and University of Vaasa, Department of Mathematics and Statistics
Downloads 132 (215,441)

Abstract:

Loading...

Abnormal Returns; Event Day Clustering; Clustering Robust Standard Errors; Cross-Sectional Correlation