A nonparametric test for abnormal security-price performance in event studies

Author:

Corrado Charles J

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference10 articles.

1. Mathematical statistics: Basic ideas and selected topics;Bickel,1977

2. Measuring security price performance;Brown;Journal of Financial Economics,1980

3. Using daily stock returns: The case of event studies;Brown;Journal of Financial Economics,1985

4. An approximation to the Wilcoxon-Mann-Whitney distribution;Buckle;Journal of the American Statistical Association,1969

5. A comparison of event study methodologies using daily stock returns: A simulation approach;Dyckman;Journal of Accounting Research,1984

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