Bootstrap Tests for Multivariate Event Studies

SSRN Electronic Journal ◽

10.2139/ssrn.144420 ◽

1999 ◽

Author(s):

Pin-Huang Chou

Keyword(s):

Event Studies ◽

Bootstrap Tests

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Interacting Biases, Non-Normal Return Distributions and the Performance of Parametric and Bootstrap Tests for Long-Horizon Event Studies

SSRN Electronic Journal ◽

10.2139/ssrn.315 ◽

1997 ◽

Cited By ~ 3

Author(s):

Arnold R. Cowan ◽

Anne M.A. Sergeant

Keyword(s):

Event Studies ◽

Bootstrap Tests ◽

Return Distributions

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Bootstrap Tests for Multivariate Event Studies

Review of Quantitative Finance and Accounting ◽

10.1023/b:requ.0000042345.03125.6f ◽

2004 ◽

Vol 23 (3) ◽

pp. 275-290 ◽

Cited By ~ 22

Author(s):

Pin-Huang Chou

Keyword(s):

Event Studies ◽

Bootstrap Tests

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Impact of Outliers on Stock Return Models: Implications for Event Studies and the Pricing of Risk

SSRN Electronic Journal ◽

10.2139/ssrn.1364158 ◽

2009 ◽

Cited By ~ 1

Author(s):

Alexandra K. Theodossiou ◽

Panayiotis Theodossiou

Keyword(s):

Stock Return ◽

Event Studies

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Learning from Variation in Abnormal Returns in Litigation Event Studies: The Case of Trial Verdicts in Medical Products Mass Torts

SSRN Electronic Journal ◽

10.2139/ssrn.1879364 ◽

2011 ◽

Author(s):

Steven Garber ◽

Ying Liu

Keyword(s):

Abnormal Returns ◽

Event Studies ◽

Medical Products ◽

Mass Torts

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Anticipation and Returns in Event Studies

SSRN Electronic Journal ◽

10.2139/ssrn.2197562 ◽

2012 ◽

Cited By ~ 1

Author(s):

David Offenberg ◽

Micah S. Officer

Keyword(s):

Event Studies

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Machine Learning and Predicted Returns for Event Studies in Securities Litigation Preliminary and Incomplete

SSRN Electronic Journal ◽

10.2139/ssrn.3600432 ◽

2020 ◽

Author(s):

Andrew C. Baker ◽

Jonah B. Gelbach

Keyword(s):

Machine Learning ◽

Event Studies ◽

Securities Litigation

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'A Practical Application of Event Studies in Merger Assessment: Successes and Failures'

SSRN Electronic Journal ◽

10.2139/ssrn.3661543 ◽

2015 ◽

Author(s):

Ioannis Kokkoris

Keyword(s):

Event Studies ◽

Practical Application ◽

Successes And Failures

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Bootstrap Tests of Nonnested Hypotheses: Some Further Results

Econometric Reviews ◽

10.1081/etc-200040780 ◽

2005 ◽

Vol 23 (4) ◽

pp. 325-340 ◽

Cited By ~ 5

Author(s):

L. G. Godfrey ◽

J. M. C. Santos Silva

Keyword(s):

Bootstrap Tests

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Parametric Bootstrap Tests for Determining the Number of Principal Components

Journal of Statistical Theory and Practice ◽

10.1080/15598608.2013.828337 ◽

2014 ◽

Vol 8 (4) ◽

pp. 674-691

Author(s):

Deyse Márcia Pacheco Gebert ◽

Daniel Furtado Ferreira

Keyword(s):

Principal Components ◽

Parametric Bootstrap ◽

Bootstrap Tests ◽

Number Of Principal Components

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Underlying Event Studies at ATLAS and CDF

10.1063/1.3579429 ◽

2011 ◽

Author(s):

D. Kar ◽

Keyword(s):

Event Studies ◽

Underlying Event

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