Warwick W. Anderson

University of Canterbury

Lecturer

Private Bag 4800

Christchurch

New Zealand

SCHOLARLY PAPERS

3

DOWNLOADS

296

CITATIONS

3

Scholarly Papers (3)

1.

A Revised Trade-to-Trade Model for All Levels of Trading Thinness in Event Studies

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 33 Posted: 25 Aug 2010
Warwick W. Anderson
University of Canterbury
Downloads 198 (151,392)

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Event study, thin trading, trade-to-trade model, market model, Monte Carlo simulation, rank test

2.

Zero-Value Company Returns, Thin Trading and the Use of State Asset Pricing Models in Event Study Research

22nd Australasian Finance and Banking Conference 2009
Number of pages: 29 Posted: 25 Aug 2009
Warwick W. Anderson
University of Canterbury
Downloads 97 (267,288)

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state asset pricing models, alternative methods, thin trading, expectations models, event study

3.

Alternative Event Study Methodology for Detecting Dividend Signals in the Context of Joint Dividend and Earnings Announcements

Accounting & Finance, Vol. 49, Issue 2, pp. 247-265, June 2009
Number of pages: 19 Posted: 20 May 2009
Warwick W. Anderson
University of Canterbury
Downloads 1 (643,830)
Citation 3
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