Banking on event studies : statistical problems, a bootstrap solution, and an application to failed-bank acquisitions
A variety of both parametric and nonparametric test statistics have been employed in the finance literature for the purpose of conducting hypothesis tests in event studies. This thesis begins by formally deriving the result that these statistics may not follow their conventionally assumed distrib...
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| Language: | English |
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2009
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| Online Access: | http://hdl.handle.net/2429/8591 |