Inference in Long Horizon Event Studies: A Bayesian Approach with Application to Initial Public Offerings
Preprint
- 1 January 1998
- preprint
- Published by Elsevier BV in SSRN Electronic Journal
Abstract
Statistical inference in many long-horizon event studies has been hampered by the fact that abnormal returns are neither normally distributed nor independent. TThis publication has 21 references indexed in Scilit:
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