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Hypothesis testing in event studies: The case of variance changes

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Author Info
Giaccotto, Carmelo
Sfiridis, James M.

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File URL: http://www.sciencedirect.com/science/article/B6V7T-3VV44CY-3/2/f7f16cc07d83437e95a4ee7c972e6c49
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Article provided by Elsevier in its journal Journal of Economics and Business.

Volume (Year): 48 (1996)
Issue (Month): 4 (October)
Pages: 349-370
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Handle: RePEc:eee:jebusi:v:48:y:1996:i:4:p:349-370

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Web page: http://www.elsevier.com/locate/jeconbus

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  1. Hsieh, Hui-Yuan & Forster, John, 2007. "Market External Events as Triggers of the 1991-1997 Residential Construction Peak in Taiwan," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 37(1), pages 15-40, March. [Downloadable!]
  2. Taoufik Bouraoui, 2009. "The impact of stock spams on volatility," EconomiX Working Papers 2009-30, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
  3. J. David Cummins & Christopher M. Lewis, 2002. "Catastrophic Events, Parameter Uncertainty and the Breakdown of Implicit Long-term Contracting in the Insurance Market: The Case of Terrorism Insurance," Center for Financial Institutions Working Papers 02-40, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  4. Larry Prather & Ting-Heng Chu & Paul Bayes, 2009. "Market reactions to announcements to expense options," Journal of Economics and Finance, Springer, vol. 33(3), pages 223-245, July. [Downloadable!] (restricted)
  5. James M. Sfiridis & Alan E. Gelfand, 2002. "A survey of sampling-based Bayesian analysis of financial data," Applied Mathematical Finance, Taylor and Francis Journals, vol. 9(4), pages 273-291, December. [Downloadable!] (restricted)
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This page was last updated on 2009-12-12.


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