Multi-Country Event Study Methods
Which event study methods are best in non-U.S. multi-country samples? Nonparametric tests, especially the rank and generalized sign, are better specified and more powerful than common parametric tests, especially in multi-day windows. The generalized sign test is the best statistic but must be ap...
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| Format: | Doctoral Thesis |
| Language: | en |
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Alma Mater Studiorum - Università di Bologna
2009
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| Online Access: | http://amsdottorato.unibo.it/1252/ |