Nonparametric statistical methods in financial market research.
This dissertation presents an exploration of the use of nonparametric statistical methods based on ranks for use in financial market research. Applications to event study methodology and the estimation of security systematic risk are analyzed using a simulation methodology with actual daily security...
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| Language: | en |
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The University of Arizona.
1988
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| Online Access: | http://hdl.handle.net/10150/184608 |