Parametric and nonparametric event study tests : a review

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annif.suggestionsstatistical methods|shares|prices|security market|water analysis|qualification|laboratory research|laboratories|reliability (general)|evaluation|enen
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dc.contributor.authorDutta, Anupam
dc.contributor.departmentfi=Ei tutkimusalustaa|en=No platform|-
dc.contributor.facultyfi=Laskentatoimen ja rahoituksen yksikkö|en=School of Accounting and Finance|-
dc.contributor.organizationfi=Vaasan yliopisto|en=University of Vaasa|
dc.date.accessioned2020-09-25T06:47:10Z
dc.date.accessioned2025-06-25T12:43:44Z
dc.date.available2020-09-25T06:47:10Z
dc.date.issued2014-11-25
dc.description.abstractThis 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 well as nonparametric testing procedures available in the literature. Reviewing the prior literature reveals that the nonparametric sign and rank tests are better specified than parametric procedures. However, in case of detecting the short-run anomalies, we document that nonparametric tests have higher power relative to standard parametric approaches.-
dc.description.notification©2014 by the authors. Published by Canadian Center of Science and Education (CCSE). This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license, http://creativecommons.org/licenses/by/4.0/, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.-
dc.description.reviewstatusfi=vertaisarvioitu|en=peerReviewed|-
dc.format.bitstreamtrue
dc.format.contentfi=kokoteksti|en=fulltext|-
dc.format.extent7-
dc.format.pagerange136-142-
dc.identifier.olddbid12636
dc.identifier.oldhandle10024/11388
dc.identifier.urihttps://osuva.uwasa.fi/handle/11111/805
dc.identifier.urnURN:NBN:fi-fe2020092575816-
dc.language.isoeng-
dc.publisherCanadian Center of Science and Education (CCSE)-
dc.relation.doi10.5539/ibr.v7n12p136-
dc.relation.ispartofjournalInternational business research-
dc.relation.issn1913-9012-
dc.relation.issn1913-9004-
dc.relation.issue12-
dc.relation.urlhttps://doi.org/10.5539/ibr.v7n12p136-
dc.relation.volume7-
dc.rightsCC BY 4.0-
dc.source.identifierhttps://osuva.uwasa.fi/handle/10024/11388
dc.subjectevent study-
dc.subjectshort-run anomalies-
dc.subjectsign test-
dc.subjectrank test-
dc.subject.olddisciplineTilastotiede-
dc.subject.ysostatistical methods-
dc.subject.ysoshares-
dc.subject.ysoprices-
dc.subject.ysosecurity market-
dc.subject.ysowater analysis-
dc.subject.ysoqualification-
dc.subject.ysolaboratory research-
dc.subject.ysolaboratories-
dc.subject.ysoreliability (general)-
dc.subject.ysoevaluation-
dc.titleParametric and nonparametric event study tests : a review-
dc.type.okmfi=A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä|en=A1 Peer-reviewed original journal article|sv=A1 Originalartikel i en vetenskaplig tidskrift|-
dc.type.publicationarticle-
dc.type.versionpublishedVersion-

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