"Stock splits" - Selaus asiasanan mukaanArtikkelit

    • Further evidence on long-run abnormal returns after corporate events 

      Kolari, James W.; Pynnönen, Seppo; Tuncez, Ahmet M. (Elsevier, 19.10.2020)
      This paper investigates abnormal standardized returns (ASRs) after major corporate events. Dutta, Knif, Kolari, and Pynnonen (2018) have shown that the ASR t-test has superior size and power compared to traditional test ...