A nonparametric test for abnormal security-price performance in event studies
- 1 August 1989
- journal article
- Published by Elsevier BV in Journal of Financial Economics
- Vol. 23 (2), 385-395
- https://doi.org/10.1016/0304-405x(89)90064-0
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Analyses of the Distribution of Security Market Model Prediction Errors for Daily Returns DataJournal of Accounting Research, 1986
- Using daily stock returns: The case of event studiesJournal of Financial Economics, 1985
- A Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation ApproachJournal of Accounting Research, 1984
- Measuring security price performanceJournal of Financial Economics, 1980
- An Approximation to the Wilcoxon-Mann-Whitney DistributionJournal of the American Statistical Association, 1969