Improving Tests of Abnormal Returns by Bootstrapping the Multivariate Regression Model with Event Paraments-Reference-Cited by-同舟云学术

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Improving Tests of Abnormal Returns by Bootstrapping the Multivariate Regression Model with Event Paraments

Published:2004 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Hein Scott E.,Westfall Peter

Publisher

Elsevier BV

Reference52 articles.

1. Inference on means using the bootstrap;G J Babu;Annals of Statistics,1983

2. Cross-sectional dependence and problems in inference in marketbased accounting research;V L Bernard;Journal of Accounting Research,1987

3. Casino legislation debates and gaming stock returns: a United States empirical study;F Bin;International Journal of Management,1998

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Event Studies for Merger Analysis: An Evaluation of the Effects of Non-Normality on Hypothesis Testing;SSRN Electronic Journal;2006

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