Contemporary event study test: event-induced variance and cross correlation among abnormal returns in dividend
Although many literatures related to event studies have reported the problem of event-induced variance and cross correlation among abnormal returns, a lot of researchers still employ conventional event-study methods which tend to reject the null hypothesis of zero average abnormal returns too freque...
Saved in:
Main Authors: | Ng, Chee Pung, Choo, Wei Chong, Amin Noordin, Bany Ariffin, Md Nassir, Annuar |
---|---|
Format: | Article |
Language: | English |
Published: |
Faculty of Economics and Management, Universiti Putra Malaysia
2018
|
Online Access: | http://psasir.upm.edu.my/id/eprint/16083/1/2%29%20Contemporary%20Event%20Study%20Test.pdf http://psasir.upm.edu.my/id/eprint/16083/ http://www.ijem.upm.edu.my/vol12_noS2/2)%20Contemporary%20Event%20Study%20Test.pdf |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Test statistics with event-induced variance: evidence from stock dividend
by: Ng, Chee Pung, et al.
Published: (2019) -
Dividend and Excess Return in China
by: Jiaqi Da, et al.
Published: (2023) -
Abnormal Event Detection in Surveillance Videos Using Spatiotemporal Autoencoder
by: Chong, Yong Shean
Published: (2019) -
Abnormal event detection in video surveillance / Lim Mei Kuan
by: Lim, Mei Kuan
Published: (2014) -
Low variance loss event rate estimation for layered multicast protocol
by: Ghazali, Osman, et al.
Published: (2005)