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Testing for cumulative abnormal returns in event studies with the rank test
(Vaasan yliopisto, 2010)
- workingPaper
The joint distribution of a linear transformation of internally studentized least squares residuals
(Vaasan yliopisto, 2010)
- workingPaper
What drives correlation between stock market returns? : International evidence
(Vaasan yliopisto, 2005)
- workingPaper
Event-study methodology : Correction for cross-sectional correlation in standardized abnormal return tests
(Vaasan yliopisto, 2005)
- workingPaper