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    • Non-Parametric Statistic for Testing Cumulative Abnormal Stock Returns 

      Pynnönen, Seppo (MDPI, 23.03.2022)
      article
      Due to the non-normality of stock returns, nonparametric rank tests are gaining accceptance relative to parametric tests in financial economics event studies. In rank tests, financial assets’ multiple day cumulative abnormal ...

    • Parametric and nonparametric event study tests : a review 

      Dutta, Anupam (Canadian Center of Science and Education (CCSE), 25.11.2014)
      article
      This paper presents a modest attempt to review the existing methodologies for measuring short-run abnormal performance of firms following certain corporate events. In doing so, the study discusses different parametric as ...